Real time stock and option data.

A Python library for evaluating option trading strategies.

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Option Calculator using Black-Scholes model and Binomial model

Python Financial ENGineering (PyFENG package in PyPI.org)

High-frequency statistical arbitrage

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Useful functions for Black–Scholes Model in the Julia Language

Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.

Implementations of Leading Algorithms in Quantitative Finance

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies