options-strategies

There are 28 repositories under options-strategies topic.

• quant-trading

  je-suis-tm / quant-trading

  Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

  trading-strategiesquantitative-tradingtrading-botquantitative-financealgorithmic-tradingmacdstatistical-arbitragebollinger-bandsmomentum-trading-strategyoptions-tradingoptions-strategiescommodity-tradingquanttrading-algorithmstrading-systemstrading-strategymomentum-strategyquantitative-trading-strategiesquantimental-analysispair-trading
  Language:Python 5624

• michaelchu / optopsy

  A nimble options backtesting library for Python

  options-spreadsoptions-strategiestrade-optionsoptionstradingoptions-tradingoptions-frameworkoption-pricingoption-chainalgorithmicalgorithmic-tradingalgorithmic-trading-enginealgorithmic-trading-librarybacktesting-trading-strategiesbacktestbacktesting-frameworksbacktestingoption-strategiesdataframe
  Language:Python 965

• mcf-long-short / ibkr-options-volatility-trading

  Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API

  trader-workstationtraderapitrader-botoptions-strategiestradingtrading-botvolatilityvolatility-tradiyahoo-financeoptions-tradingslack-apislack-webhook
  Language:Python 166

• yzoz / python-option-calculator

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

  black-scholesoptions-tradingoptionsmarketmarket-dataoption-pricingderivativesfinancialtradingeconometricseuropean-optionsoptions-strategiesstock-optionsderivatives-pricinggreeksimplied-volatilityquantitative-analysistrading-strategies
  Language:Python 118

• SC4RECOIN / FlowAlgo-Options-Trader

  Trade on options flow with Flowalgo and Alpaca

  optionsoptions-tradingoptions-strategiesstock-tradingstocksoption-flowflowalgobacktestingtrading-strategytrading-botalgotrading
  Language:Python 115

• ChiragJhawar / ProjectReward

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

  stocksfinanceoptionsoptions-tradingspreadsquantitative-financeoptions-pricingoptions-strategiestrading-strategiespayoff-graphsfull-stackreactpython3quantitative-analysisblack-scholesmonte-carlo
  Language:Python 86

• bernardcheng / tos_options_dashboard

  Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)

  dockeroptions-strategiesplotly-dashpython3thinkorswim
  Language:Python 64

• nataliaburrey / Options_Trading_ML

  Machine learning Options Trading Algorithm. API calls to collect the data from Yahoo Finance, Sentiment Investor, Finta. Encoding financial indicators. Building Logistic regression and Multinomial Machine Lerning models for evaluation. P2.

  pythonmachine-learningmachine-learning-algorithmsfinancial-marketsfinancial-analysisoptions-tradingoptions-strategies
  Language:Jupyter Notebook 58

• Options-Visualizer / Options-Visualizer.github.io

  Visualize profit/loss for various options strategies.

  options-tradingvisualizatonoptions-strategiesfinancetrading
  Language:JavaScript 57

• kgeoffrey / AutoHedge.jl

  Automatic Options Hedging and Backtesting

  delta-hedginghedginghedging-strategyoptionsoptions-strategiesoptions-tradingquantitative-financeautomatic-differentiationdelta-gamma-hedgegreeks-neutralization
  Language:Julia 56

• philfoster / option_screener

  tools for finding/selecting options using the e*trade developer API

  options-tradingstock-marketstock-tradingetradepython3options-sellinginvestingmax-paincovered-callstechnical-analysisexponential-moving-averagemacdoptions-spreadsoptions-strategiesoptions-chainspython
  Language:Python 37

• vavarb / vavabot_options_strategy

  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be used to start trade, stop loss or stop gain. It supports strategies with up to 4 different trades at the same time.

  deribitderivativesoptionsoptions-patternoptions-strategiesoptions-trading
  Language:Python 24

• asad70 / Options-Max-Pain-Calculator

  A python command line tool to calculate options max pain for a given company symbol and options expiry date.

  options-tradingoptions-strategiesoptions-parsingoptionsmax-pain
  Language:Python 21

• GrahamboJangles / PutPremiumProcessor

  PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.

  python-option-screenercustom-formulawallstreetriskformulaoptionsoptions-tradingoptions-pricingoptions-strategiesoptions-selling
  Language:Python 20

• Joas3068 / OptionsProfitCalculator

  Options P/L in React

  optionsfinancial-derivativesoptions-pricingoptions-strategiesreactoptions-calculatorfinancefintech
  Language:JavaScript 20

• opynfinance / perp-vault-templates

  Opyn V2 perpetual option vault smart contract templates

  decentralized-financeethereumsmart-contractssoliditydefiopyntemplatesoptionsoptions-strategies
  Language:TypeScript 19

• jacktan1 / Options-Project

  Research on options using machine learning algorithms trained on historical data.

  machine-learningoptions-strategies
  Language:Jupyter Notebook 16

• Bazman76 / ilmanen_expected_returns

  factor-investinginvestment-strategiestrading-strategiescarry-tradecarry-tradingmomentum-strategymomentum-trading-strategyvalue-investingvalue-strategyvolatility-tradingoptions-strategiesoptions-tradingoptions-trading-strategies
  Language:R 13

• Kamesh-K / Options-Visualization

  Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.

  financeoptionsoptions-pricingoptions-strategiesblack-scholesblack-scholes-merton
  Language:Jupyter Notebook 12

• navdeepsekhon / options

  options

  optionstradingtrading-strategiesoptions-tradingoptions-strategies
  Language:Ruby 6

• quantumsnowball / AppleDaily20200810

  implied-volatilityvixoptionsvolatility-term-structureoptions-strategiesvolatility-smileoptions-tradingvega
  Language:Jupyter Notebook 6

• 556isback / optionCombo

  OptionCombo is a powerful library that enables the discovery of all possible option combinations for a single asset.

  options-tradingoptions-strategies
  Language:Jupyter Notebook 4

• quantumsnowball / AppleDaily20200601

  optionsoptions-tradingoptions-strategiestime-decaythetaput-optionoptions-sellingiron-condorbacktesting
  Language:Python 4

• saimanish2002 / options-strat-payoff

  An app that calculates and visualises the payoff of various options strategies.

  matplotlibnumpyoptionsoptions-frameworkoptions-strategiesoptions-tradingoptions-trading-strategiespandasstreamlitstreamlit-webapp
  Language:Python 4

• quantumsnowball / AppleDaily20200713

  iron-condordelta-hedgingoptionsoptions-strategiesbacktestingsharpe-ratiooptions-sellingstockstock-marketetfmaximum-drawdown
  Language:Jupyter Notebook 3

• thammo4 / StockTrader

  Automated stock trading implementations and analysis.

  financefinancial-analysisoptionsoptions-spreadsoptions-strategiesoptions-tradingstock-market
  Language:Python 3

• andey / options

  options screener for call writing

  options-tradingoptions-pricingoptionsoptions-strategies
  Language:Ruby 2

• ps1899 / Basic-Options_Chain-System

  Finance + Computer Science

  computer-sciencefinancemultithreadingoptions-strategiesoptions-tradingpython
  Language:Python 2

• quantumsnowball / AppleDaily20200615

  iron-condoroptions-sellingoptions-strategiesoptions-tradingoptionsimplied-volatilityvolatility-smilevolatility-term-structureprobabilitycumulative-probability
  Language:Python 2

• arkwave / front-testing

  Simulating options portfolios subject to user-specified hedging strategies.

  pythonoptions-strategiessimulationvolatility-trading
  Language:Python 1

• chuayaocong / options-code

  This code backtests the performance of SPY vertical bull put spreads from Jan 2022 to May 2022

  backtesting-trading-strategiesbulloptions-pricingoptions-sellingoptions-strategiesoptions-tradingputspreads
  Language:Jupyter Notebook 1

• quantumsnowball / AppleDaily20200406

  mean-variance-optimizationmean-variance-modelmean-variance-analysisstockstock-marketetfoptionsoptions-tradingoptions-strategiescall-optionput-optioncollar-strategybacktesting
  Language:Python 1

• kupietools / Plotta.js-stockOptionsExtension

  NOPE! DON'T USE THIS. See readme. <!-- fork of Plotta.js Javascript Functional Graph Library with extended functions for charting profit and loss of stock options -->

  javascriptoptions-strategiesoptions-tradingstock-market
  Language:TypeScript 0

• fogsy / tradeui.github.io

  TradeUI - Trading Stocks and Options with Edge

  cryptocurrencyforexforex-marketforex-tradingoptions-apioptions-strategiesoptions-tradingstock-datastock-marketstock-price-predictionstocks

• quantumsnowball / AppleDaily20200504

  broken-wing-butterflyoptions-strategiesoptions-tradingstockstock-marketetfoptions-sellingbacktestingmean-variance-optimizationmean-variance-modelmean-variance-analysissharpe-ratiomaximum-drawdown
  Language:Python

• wanzhuz / financial-mathematics

  calculate stock and option price processes, payoffs, and replication strategies

  amploption-pricingoptions-strategiesstochastic-processesstock-analysisstock-price-predictionsigma-algebra