options-pricing | Topic | Ecosyste.ms: Repos

Topic: "options-pricing"

rgaveiga/optionlab

A Python library for evaluating option trading strategies.

Language: Python - Size: 1.25 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 368 - Forks: 72

rahuljoshi44/GraphVega

Open Source Options Analytics Platform.

Language: JavaScript - Size: 2.49 MB - Last synced at: 2 months ago - Pushed at: about 4 years ago - Stars: 292 - Forks: 42

AnthonyBradford/optionmatrix

Financial Derivatives Calculator with 171+ Models (Options Calculator)

Language: C++ - Size: 92 MB - Last synced at: 2 months ago - Pushed at: 3 months ago - Stars: 210 - Forks: 46

tyrneh/options-implied-probability

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

Language: Jupyter Notebook - Size: 15 MB - Last synced at: 24 days ago - Pushed at: 3 months ago - Stars: 136 - Forks: 26

YuChenAmberLu/Options-Calculator

Option Calculator using Black-Scholes model and Binomial model

Language: Jupyter Notebook - Size: 2.65 MB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 134 - Forks: 62

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.

Language: Python - Size: 503 KB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 90 - Forks: 22

JuliaComputing/Miletus.jl

Writing financial contracts in Julia

Language: Julia - Size: 290 KB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 89 - Forks: 23

ChiragJhawar/ProjectReward

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

Language: Python - Size: 22.6 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 73 - Forks: 18

baileydanseglio/thetadata-python 📦

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

Language: Python - Size: 16.7 MB - Last synced at: 14 days ago - Pushed at: 11 months ago - Stars: 60 - Forks: 19

samuelfu/TradingBot

MIT Trading Competition algorithmic trading of options and securities

Language: Python - Size: 29 MB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 37 - Forks: 12

pratik141/nsedt

Library to collect NSE data in pandas dataframe

Language: Python - Size: 459 KB - Last synced at: 22 days ago - Pushed at: 4 months ago - Stars: 36 - Forks: 18

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 available datasets.

Language: Jupyter Notebook - Size: 11.9 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 26 - Forks: 3

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++ - Size: 3.74 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 24 - Forks: 6

TechfaneTechnologies/risk_free_interest_rate

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

Language: Python - Size: 154 KB - Last synced at: about 2 months ago - Pushed at: 4 months ago - Stars: 23 - Forks: 9

hyobyun/VolSurface

3D Volatility surface visualization in the browser

Language: JavaScript - Size: 4.43 MB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 22 - Forks: 4

Joas3068/OptionsProfitCalculator

Options P/L in React

Language: JavaScript - Size: 5.73 MB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 20 - Forks: 12

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.

Language: Python - Size: 51.8 KB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 19 - Forks: 6

t0nychn/options-2-trees

Interactive visualization of the CRR binomial options pricing model

Language: Python - Size: 3.2 MB - Last synced at: 7 months ago - Pushed at: almost 4 years ago - Stars: 19 - Forks: 28

siddharthqs/RustyQLib

RustyQlib: A quant library for derivative pricing and quantitative finance

Language: Rust - Size: 6.99 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 18 - Forks: 2

FinancialEngineerLab/finefinance

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

Language: Jupyter Notebook - Size: 124 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 15 - Forks: 5

erkandem/calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

Language: Python - Size: 6.85 MB - Last synced at: 10 months ago - Pushed at: over 4 years ago - Stars: 15 - Forks: 5

SebastienEveno/exotx

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

Language: Python - Size: 160 KB - Last synced at: 3 days ago - Pushed at: over 1 year ago - Stars: 14 - Forks: 0

LucaCamerani/EcoFin-Library

EcoFin is a quantitative economic library

Language: Python - Size: 891 KB - Last synced at: 9 days ago - Pushed at: about 4 years ago - Stars: 14 - Forks: 2

orlovt/OptionsPricingCPP

High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.

Language: C++ - Size: 64.5 KB - Last synced at: about 2 months ago - Pushed at: about 1 year ago - Stars: 11 - Forks: 3

StatArbX/FinancialEngineeringResources

Financial Engineering Repository (Backtesting, Math, Infrastructure & Algorithms Code)

Language: Python - Size: 16 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 10 - Forks: 1

konimarti/fixedincome

Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

Language: Go - Size: 268 KB - Last synced at: 8 days ago - Pushed at: about 2 years ago - Stars: 10 - Forks: 3

AlbertLin0327/Black-Scholes-Option

Black Scholes PDE to calculate Option price and Greek Letter

Language: Python - Size: 514 KB - Last synced at: about 1 year ago - Pushed at: almost 4 years ago - Stars: 10 - Forks: 2

zugzvangg/crypto-calibration

Stochastic volatility models and their application to Deribit crypro-options exchange

Language: Jupyter Notebook - Size: 40.1 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 9 - Forks: 1

ashucoder9/Monte-Carlo-Option-Pricing-Simulator

A GUI Based executable app which takes input values from the end user and return CALL/PUT option prices. Currently working on scaling the app to take datasets as input and store resultant option pricing in a file.

Language: C++ - Size: 28.3 KB - Last synced at: 23 days ago - Pushed at: over 1 year ago - Stars: 9 - Forks: 8

MarketDataApp/sdk-go

Market Data's Official Go SDK

Language: Go - Size: 869 KB - Last synced at: 6 months ago - Pushed at: 9 months ago - Stars: 7 - Forks: 2

fremantle-industries/workshop

Create, manage & improve your automated trading strategies with rich and diverse data sets, a first class local development experience and a progression story for deployment across clouds.

Language: Go - Size: 202 KB - Last synced at: 14 days ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 2

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".

Language: TeX - Size: 42.7 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 0

mkipnis/qldds

QLDDS - Data Distribution Service for QuantLib

Language: C++ - Size: 2.25 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 5

Kamesh-K/Options-Visualization

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

Language: Jupyter Notebook - Size: 1.12 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 7 - Forks: 2

Lewis-Fam/Stocks

A fast, free and simple stock and option prices API. This API can easily be integrated into any .NET project.

Language: C# - Size: 1.22 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 6 - Forks: 2

kingofknights/Greeks

Option price calculation based on Black Scholes equation

Language: C++ - Size: 25.4 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 6 - Forks: 0

Quant-TradingCO/Volatility-and-options

In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.

Language: Jupyter Notebook - Size: 213 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 5 - Forks: 1

kidwai/papers

some useful papers.

Size: 28.3 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 0

JackMansfield2019/CQF_Trading_Competition

Cornell Quant Fund 2022 Trading competition Options Case winner

Language: Python - Size: 3.03 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 3

sandershortway/BlackScholesHeston

Determine implied volatility according to Black-Scholes dynamics.

Language: Python - Size: 55.7 KB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 5 - Forks: 2

Nikhilkohli1/Quantitative-Finance-Options-Pricing

Implementation of Black Scholes & State Price Density for Option Pricing in Python

Language: Jupyter Notebook - Size: 833 KB - Last synced at: over 1 year ago - Pushed at: almost 5 years ago - Stars: 5 - Forks: 4

mrigankdoshy/options-pricing

This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.

Language: C++ - Size: 1.31 MB - Last synced at: 2 months ago - Pushed at: over 5 years ago - Stars: 5 - Forks: 1

hjk612/Stochastic-Calculus-and-Option-Pricing

Language: Python - Size: 338 KB - Last synced at: 7 months ago - Pushed at: over 7 years ago - Stars: 5 - Forks: 5

BaptisteZloch/Structured-Products-in-Python

"Structured Products in Python" project from Paris-Dauphine University lecture. This project is aimed to create a pricing engine for derivatives and structured products

Language: Jupyter Notebook - Size: 4.39 MB - Last synced at: about 2 months ago - Pushed at: about 1 year ago - Stars: 4 - Forks: 0

sidmohan0/quant-train

Python Repository to ingest, feature engineer, train, backtest, and run a random forest model to predict the direction of the S&P500 at the start of the next day's trading session.

Language: Python - Size: 452 KB - Last synced at: about 2 months ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 2

CJuanvip/pricing-nn-options

Apply option pricing models to price the S&P500 European options by using both parametric models and non-parametric machine learning models.

Language: Jupyter Notebook - Size: 2.61 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 1

Branda22/blackscholes.go

Language: Go - Size: 2.93 KB - Last synced at: over 2 years ago - Pushed at: almost 7 years ago - Stars: 4 - Forks: 4

hedge0/OptionsPricerLib

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

Language: Python - Size: 59.6 KB - Last synced at: 23 days ago - Pushed at: 7 months ago - Stars: 3 - Forks: 0

theghostmac/tradermac

📊options trading engine with real-time data from AlphaVantage.co

Language: Go - Size: 60.5 KB - Last synced at: 11 months ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1

virajvaidya/OptionsPricing

Application of Black Scholes model and computation of greeks of European style options in Python.

Language: Jupyter Notebook - Size: 5.86 KB - Last synced at: 4 months ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 1

olof98johansson/FinancialOptionsModelling

Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

Language: Python - Size: 372 KB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 1

gitRasheed/black-scholes-option-pricer-streamlit

Black-Scholes option pricer using streamlit

Language: Python - Size: 68.4 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 2 - Forks: 1

harvey-allen/option-pricing-and-stochastic-volatility

Introducing the data-driven concept through neural networks to price an option whose volatility is measured as a stochastic process.

Language: Jupyter Notebook - Size: 2.55 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

yveshauser/financial_contracts

Domain specific language for financial contracts

Language: Haskell - Size: 76.2 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

Rishik-J/QuantFinance

This repository contains a range of Financial Engineering Projects utilizing Data Science and Python to apply quantitative methods in the Financial markets

Language: Jupyter Notebook - Size: 1.71 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 3

jtang25/Black-Scholes-Model-Option-Calculator

Automated Option pricing using the Black-Scholes Financial Model

Language: Python - Size: 1.95 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0

EricJXShi/Black-Scholes-FEM

Using Finite Element and Finite Difference Methods to Price European Options

Language: MATLAB - Size: 8.17 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0

wrcarpenter/Yield-Curve-Models

Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.

Language: MATLAB - Size: 435 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 4

RaphaelRGusmao/Options-Pricing

Precificação de Opções Europeias utilizando o modelo Black-Scholes.

Language: Python - Size: 418 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 1

xliUNR/ZazoveExercises

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

Language: Python - Size: 48.8 KB - Last synced at: about 2 years ago - Pushed at: almost 6 years ago - Stars: 2 - Forks: 3

alki22/Lookback-option-value

Uses two different methods to calculate a callback option's expected value

Language: Python - Size: 12.7 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 2 - Forks: 1

alexandrebrilhante/OptionsPricing.jl

Pricing models for vanilla options in Julia.

Language: Julia - Size: 5.86 KB - Last synced at: over 1 year ago - Pushed at: almost 7 years ago - Stars: 2 - Forks: 1

KazunaTG1/StratSimV2

Financial Model Simulator

Language: C# - Size: 3.68 MB - Last synced at: about 15 hours ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0

org-justinjtownsend/optionsAnalytics

optionsAnalytics code and pricing analysis.

Language: R - Size: 15.1 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0

saimanish-p/options-pricing-and-greeks

An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.

Language: Python - Size: 1.95 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

frawwd/Options-Pricer

A C++ implementaiton of the black scholes option pricing model

Language: C++ - Size: 90.1 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0

reneshravi/BlackScholes_PnL

A Black-Scholes Model Application built with Streamlit that includes a PnL calculator, heat-map visualizations, and real-time stock data integration.

Language: Python - Size: 51.8 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

hedge0/SplinesNextJS

A personal website built with Next.js that showcases various interpolation techniques I've mastered for volatility surface modeling. The site features an interactive graph where users can explore and visualize different volatility surfaces, with the ability to switch between multiple models for comparison and analysis.

Language: TypeScript - Size: 843 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0

varunbudati/Black-Sholes-Model

A Python implementation of the Black-Scholes model for pricing European-style options. This tool calculates option prices, Greeks (Delta, Gamma, Vega, Theta, Rho), and implied volatility. It features a user-friendly interface for input and includes visualization of the implied volatility.

Language: Python - Size: 52.7 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0

tsu2000/binom_tree

Binomial Tree Options Pricing Model

Language: Python - Size: 229 KB - Last synced at: 2 months ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

longtuge-w/Delta-Hedge-Method-for-Options

Language: C++ - Size: 3.24 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

py310/trading-information

Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.

Language: Jupyter Notebook - Size: 33.2 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

ashayp22/monte-carlo-options-simd

SIMD multithreaded Monte Carlo options pricer in Rust 🦀

Language: Rust - Size: 77.1 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

UddamB/options-valuation

Options pricing algorithm that values the call or put using the Black Scholes Model with real time data

Language: Python - Size: 9.77 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 1

eshinhw/option-volatility-and-pricing

Option Volatility & Pricing: Advanced Trading Strategies

Size: 23.4 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

punitarani/piqua

Stock and Options Research Tools

Language: Python - Size: 14.8 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

EricJXShi/Monte-Carlo-Lattice-Options-Pricing

Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.

Language: Jupyter Notebook - Size: 2.22 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 0

Choochera/Weekly-Winner

Python command-line program that leverages the user's Robinhood account to assist in choosing options to perform the wheel strategy. This is done by utilizing a delta-based risk assessment and listing qualifying weekly options in order of potential profit within price range.

Language: Python - Size: 524 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 4

vishishtpriyadarshi/MA473-Computational-Finance

MA473: Computational Finance

Language: MATLAB - Size: 12.2 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 1

bleunguts/OptionsPricerCpp

Monte Carlo Pricing with extendable PayOff model

Language: C++ - Size: 186 KB - Last synced at: almost 2 years ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 2

andey/options

options screener for call writing

Language: Ruby - Size: 83 KB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 1 - Forks: 3

mnsr2/Option-pricing-models Fork of IAM-MNSR/Option-pricing-models

Option Pricing Models (OPM) is a project that I have created to improve my skills, and wanting others to share their ideas and different approaches, so that we all can learn. https://github.com/mnsr2

Language: Python - Size: 40 KB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 0 - Forks: 0

Bshrek/Simple-Fast-Api-Project

A simple yet powerful Todo List application with a FastAPI backend and a responsive HTML/Tailwind CSS frontend. Features include task management, search, and filtering, with robust validation and interactive UI.

Language: HTML - Size: 9.77 KB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

phaedon/smile-explorer

A C++ library for implementing and visualising derivative pricing models and volatility surfaces, with a focus on pedagogical clarity.

Language: C++ - Size: 872 KB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 0 - Forks: 0

ptorpis/options_pricing_v2

Options Pricing Engine based on QuantLib.

Language: Python - Size: 41 KB - Last synced at: 22 days ago - Pushed at: 22 days ago - Stars: 0 - Forks: 0

Nstar9/Options-Pricing-Greeks

European Options Pricing using Black-Scholes Model with Greeks Calculator and Monte Carlo Simulation. Visualizations and real-world explanations included.

Language: Python - Size: 150 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

JesusAlMM/PnL-Visualizer

A dynamic Shiny app that leverages the Black-Scholes model to simulate option pricing and visualize Profit & Loss scenarios.

Language: R - Size: 0 Bytes - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

Aniket2002/option-pricing

Interactive Streamlit dashboard for visualizing and comparing option pricing models — Black-Scholes, Binomial Trees, Monte Carlo, Asian, and Barrier options — with real-time simulations and strategy insights.

Language: Python - Size: 10.7 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

Aaryan-Agr/Options-Visualizer

A visualizer for profit and loss regions of different options strategies, allowing users to input various option parameters and visualize the resulting profit/loss zones interactively

Language: Python - Size: 4.88 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

vladislavpyatnitskiy/deRivatives

Programmings skills application in derivative pricing

Language: R - Size: 2.12 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

mlian031/importance-sampling

This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.

Language: Python - Size: 10.4 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

jojoshin123/options-extension

An options profit calculator for the Robinhood (desktop version)

Language: TypeScript - Size: 200 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

Illiminati/MScFE_Capstone

This repository contains the code and research paper for our capstone project in the MSc in Financial Engineering program at WorldQuant University. The project investigates the pricing accuracy and trading efficiency of the Black-Scholes-Merton (BSM) and Multifractal Model of Asset Returns (MMAR) applied to SPX options.

Language: Python - Size: 1010 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 1