option-greeks
There are 1 repository under option-greeks topic.
bradleyboyuyang / Statistical-Arbitrage
High-frequency statistical arbitrage
Language:Jupyter Notebook 109TechfaneTechnologies / QtsApp
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega, Gamma, Vanna, Charm, Speed, Zomma, Color, Volga, Veta at an interval of a second and visually displays the trend in various indicators useful for Technical Analysis.
Language:Python 94- Language:Jupyter Notebook 14
lyndskg / black-scholes-cpp
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
Language:C++ 10ucaiado / cpp-binomial-greeks
Calculating options greeks using binomial tree model in C++
Language:C++ 3- Language:Python 2
732jhy / Finite-Difference-Option-Pricing
Utilization of finite difference methods for the purpose of pricing European-style options
Language:Python 1py310 / trading-information
Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.
Language:Jupyter Notebook 1ahabegger / Option-Contract-Webpage
A Black-Scholes Model implemented in Python for option pricing. It includes a range of helper functions for calculating option Greeks and implied volatility, and features basic MySQL database interaction for uploading option data.
Language:Python 0- Language:Python 0
shengbojia / Black-Scholes-Merton
📈 Desktop application for calculating fair pricing and Greeks of vanilla European options
Language:Java
