OIPD computes the probabilities of an asset's future price as implied by the options market.

Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

Systematic Volatility Research and Backtesting for equity options

Volatility-surface construction and anomaly detection with autoencoders and regime features.

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.

A practical introduction to derivatives pricing and risk : 10 Jupyter notebooks from 17 years on trading desks.

options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.

Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility

Quantitative Finance Library & Option Trading Tool

This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.

Institutional-grade quantitative finance terminal: C++20 engine + Python. Options pricing (Black-Scholes, Heston, Merton, Monte Carlo, PDE), Kalman filtering, GARCH forecasting, 3D volatility surfaces, backtesting, walk-forward optimization, Markowitz portfolios - on live market data.

This project aims to construct the Equity Implied Volatility surface under the SABR model.

An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.

https://arbitragefreessvi.streamlit.app/

This project aims to calibrate dividends and volatility surfaces from listed European and American equity option prices.

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

Advanced volatility trading strategies for crypto options. Python implementation featuring delta-neutral strategies (straddles/strangles with Whalley-Wilmott bands), Volatility Risk Premium (VRP), dispersion trading, and volatility surface trading.

This project aims to strip the Equity Local Volatility surface and implement the associated PDE pricing method.

Arbitrage-free implied volatility surface engine — live SPY options via yfinance, Newton-Raphson IV extraction, SVI parameterization (Gatheral 2004), Durrleman no-arbitrage enforcement, and interactive Streamlit dashboard.

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.