There are 28 repositories under options-strategies topic.
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
A nimble options backtesting library for Python
Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Trade on options flow with Flowalgo and Alpaca
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)
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.
Visualize profit/loss for various options strategies.
Automatic Options Hedging and Backtesting
tools for finding/selecting options using the e*trade developer API
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.
A python command line tool to calculate options max pain for a given company symbol and options expiry date.
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.
Options P/L in React
Opyn V2 perpetual option vault smart contract templates
Research on options using machine learning algorithms trained on historical data.
Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.
OptionCombo is a powerful library that enables the discovery of all possible option combinations for a single asset.
An app that calculates and visualises the payoff of various options strategies.
Automated stock trading implementations and analysis.
Finance + Computer Science
Simulating options portfolios subject to user-specified hedging strategies.
This code backtests the performance of SPY vertical bull put spreads from Jan 2022 to May 2022
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 -->
TradeUI - Trading Stocks and Options with Edge
calculate stock and option price processes, payoffs, and replication strategies