Real time stock and option data.
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Jul 6, 2024 - Python
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greeks
Here are 65 public repositories matching this topic...
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.
options trading telegram-bot luajit algo-trading hdf5 quant market-data trading-platform option-pricing futures alpaca iqfeed dtn high-frequency-trading options-trading greeks tws-api libtorch phemex
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Jan 17, 2026 - C++
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
finance trading trading-bot pandas vectorization volatility finance-application implied-volatility greeks volatility-modeling py-vollib speedups
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Dec 2, 2024 - Python
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
options trading market financial econometrics derivatives market-data trading-strategies option-pricing black-scholes quantitative-analysis implied-volatility european-options options-trading greeks stock-options derivatives-pricing options-strategies
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Sep 13, 2022 - Python
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
finance tutorials quant educational derivatives quantitative-finance educational-project blackscholes greeks portfolio-management derivatives-pricing profit-loss option-strategies digital-options
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May 31, 2022 - Jupyter Notebook
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
vega delta algotrading derivatives option-pricing hedging options-trading greeks black-scholes-merton greeks-neutralization portfolio-position dynamic-hedges bs-model
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Mar 12, 2021 - Python
Option price calculation based on Black Scholes equation
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Dec 6, 2025 - C++
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
options trading vega delta gamma option-pricing theta rho black-scholes implied-volatility greeks black-scholes-merton
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May 6, 2022 - TypeScript
Weekly exercises of the course of Stochastic Methods for Finance.
finance julia jupyter-notebook monte-carlo-simulation option-pricing binomial-model value-at-risk black-scholes greeks call-put-parity
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Apr 22, 2025 - Julia
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
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Jan 30, 2022 - PHP
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
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Mar 9, 2023 - R
A derivatives pricing library with AD sensitivities and calibration
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Nov 25, 2025 - Julia
Sensitivities of Prices of Financial Options and Implied Volatilites
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Nov 17, 2025 - R
Portfolio Greeks for OpenAlgo Users
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Jul 13, 2025 - Python
A collection of my own Quantitative Finance guides covering various topics.
options guide partial-differential-equations quantitative-finance interest-rates black-scholes diffusion-equation implied-volatility brownian-motion greeks
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Dec 11, 2022 - TeX
Visualize the Solar System: A Python script that plots the orbits of the major planets, with a special focus on Pluto and the Kuiper Belt. Utilizing NumPy for calculations and Matplotlib for visualization, this script provides an educational tool to explore the dynamics of our solar system, highlighting Pluto's unique orbit and the vast Kuiper Belt
python system scale astronomy nasa orbit installer astro solar astrophysics solar-system pluto trojans greeks proxima-centauri alpha-centauri oort-cloud oumuamua kuiper-belt hildas
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Oct 2, 2025 - Python
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.
python options numba iv black-scholes implied-volatility binomial-tree greeks binomial-trees jarrow-rudd-binomial-tree options-pricing black-scholes-merton greek-calculations cox-ross-rubenstein black-scholes-model jarrow-rudd black-scholes-equation black-scholes-model-application barone-adesi-whaley leison-reimer
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Nov 5, 2024 - Python
Universal PINN solver for real-time Bitcoin Option Pricing. Solves Black-Scholes PDE via Mixed-Distribution Sampling & Kink-Weighted Loss. Features 5D input space (S, K, τ, r, σ), auto-diff Greeks, and validation against real Binance market data. Dockerized & Production-ready.
docker deep-learning bitcoin pytorch option-pricing quantitative-finance financial-engineering pinn greeks mlops fastapi scientific-machine-learning physics-informed-neural-networks derivatives-black-scholes mixed-sampling
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Jan 12, 2026 - Python
Historical options data for three major U.S. equity ETFs: SPY (S&P 500), IWM (Russell 2000), and QQQ (Nasdaq-100). The dataset spans January 2008 to December 2025 and includes over 53 million option contracts with Greeks, implied volatilities, and market microstructure variables.
options time-series derivatives parquet quantitative-finance spy financial-data financial-analysis quantitative-trading implied-volatility greeks sp500 qqq options-pricing options-data sp500-data-analysis iwm sp500-data
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Dec 16, 2025 - TeX
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