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集合主题趋势排行榜
#

options-pricing

Website
Wikipedia
https://static.github-zh.com/github_avatars/rgaveiga?size=40
rgaveiga / optionlab

A Python library for evaluating option trading strategies.

options-pricingoptions-tradingtrading-algorithmstrading-strategies
Python 390
2 个月前
https://static.github-zh.com/github_avatars/rahuljoshi44?size=40
rahuljoshi44 / GraphVega

Open Source Options Analytics Platform.

optionsoptions-tradingoptions-pricingvolatilitystocksstock-market数据可视化
JavaScript 294
4 年前
https://static.github-zh.com/github_avatars/AnthonyBradford?size=40
AnthonyBradford / optionmatrix

Financial Derivatives Calculator with 171+ Models (Options Calculator)

financialderivativesfinancial-engineeringfinancial-analysisfuturesoptionsquantitative-financeoptions-tradingoptions-pricing
C++ 218
4 个月前
https://static.github-zh.com/github_avatars/YuChenAmberLu?size=40
YuChenAmberLu / Options-Calculator

Option Calculator using Black-Scholes model and Binomial model

optionsoptions-pricingcalculatorPython
Jupyter Notebook 169
6 年前
https://static.github-zh.com/github_avatars/tyrneh?size=40
tyrneh / options-implied-probability

Generate probability distributions for the future price of publicly traded securities using options data.

financeoptionsoptions-pricingoptions-trading
Jupyter Notebook 145
3 个月前
https://static.github-zh.com/github_avatars/jkirkby3?size=40
jkirkby3 / fypy

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 financi...

option-pricingcalibrationfourierquantitative-financepricingoptions-pricingfinancePythonquantquantitative-trading
Python 109
4 个月前
https://static.github-zh.com/github_avatars/JuliaComputing?size=40
JuliaComputing / Miletus.jl

Writing financial contracts in Julia

Julia 语言financeoptions-tradingoptions-pricing
Julia 89
2 年前
https://static.github-zh.com/github_avatars/ChiragJhawar?size=40
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-tradingquantitative-financeoptions-pricingtrading-strategiesfull-stackReactPythonquantitative-analysis
Python 89
2 年前
https://static.github-zh.com/github_avatars/baileydanseglio?size=40
baileydanseglio / thetadata-python

Real-time & historical data API for US stocks and options

algotradingoptionshistorical-dataoptions-pricingoptions-tradingPythonquantitative-financequantitative-tradingstock-datastocks
Python 61
1 年前
https://static.github-zh.com/github_avatars/prudhvi-reddy-m?size=40
prudhvi-reddy-m / BlackScholes

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varyi...

derivativesderivatives-pricingoptions-pricing
Python 47
10 个月前
https://static.github-zh.com/github_avatars/samuelfu?size=40
samuelfu / TradingBot

MIT Trading Competition algorithmic trading of options and securities

tradeoptions-tradingoptions-pricing
Python 42
7 年前
https://static.github-zh.com/github_avatars/pratik141?size=40
pratik141 / nsedt

Library to collect NSE data in pandas dataframe

historical-datastockfnofuturesoptions-pricing
Python 36
4 个月前
https://static.github-zh.com/github_avatars/hyobyun?size=40
hyobyun / VolSurface

3D Volatility surface visualization in the browser

financeoptions-pricingoptionsThree.js
JavaScript 27
6 年前
https://static.github-zh.com/github_avatars/ilchen?size=40
ilchen / options-pricing

Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly a...

options-pricingpricingyahoo-finance-apifinanceJupyter Notebook
Jupyter Notebook 26
1 个月前
https://static.github-zh.com/github_avatars/FinancialEngineerLab?size=40
FinancialEngineerLab / finefinance

KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@

economicseconometricsfinancial-engineeringderivativesoptions-pricingoptionsfuturesswaptrading-algorithms
Jupyter Notebook 26
3 年前
https://static.github-zh.com/github_avatars/xinyexu?size=40
xinyexu / Binary-Option-Pricing

Currency Binary Option Pricing with 3 methods and implied smile

options-pricing
Jupyter Notebook 25
6 年前
https://static.github-zh.com/github_avatars/lyndskg?size=40
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, ex...

C++hft-tradinglow-latencymakefilemarket-dataoptimizationoptimization-algorithmsoptions-pricingoptions-trading
C++ 24
1 年前
https://static.github-zh.com/github_avatars/TechfaneTechnologies?size=40
TechfaneTechnologies / risk_free_interest_rate

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

derivativesderivatives-pricingoptionsoptions-pricingrbi
Python 23
4 个月前
https://static.github-zh.com/github_avatars/Joas3068?size=40
Joas3068 / OptionsProfitCalculator

Options P/L in React

optionsoptions-pricingReactfinancefintech
JavaScript 22
2 年前
https://static.github-zh.com/github_avatars/samsonq?size=40
samsonq / Thesis

Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".

optionsoptions-pricingdeep-reinforcement-learningreinforcement-learning
TeX 22
2 年前
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