Real time stock and option data.
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Updated
Jul 6, 2024 - Python
Real time stock and option data.
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Portfolio Greeks for OpenAlgo Users
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
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.
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.
Volatility arbitrage trading system with delta-neutral options, backtesting, live trading, and comprehensive Greeks management.
A professional Black-Scholes Option Pricing & Risk Analysis Dashboard built by Aurokrishnaa R L using Python and Streamlit. Includes Greeks, P&L, Sensitivity Heatmaps and Implied Volatility.
European Options Pricing using Black-Scholes Model with Greeks Calculator and Monte Carlo Simulation. Visualizations and real-world explanations included.
An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
Binomial (CRR) & Black-Scholes pricing with Greeks, implied vol, and tests (Python)
Options pricing (Black-Scholes), multi-leg strategy P&L analysis with time decay curves, and portfolio tracking. Full-stack app with Python/FastAPI backend and Next.js frontend.
A Python-based platform for options pricing using Monte Carlo simulation. This project includes a pricing engine to calculate option prices, payoffs, and Greeks, along with a Streamlit-powered dashboard for visualization. Future enhancements include implementing Black-Scholes and binomial models.
PyTorch replication of Differential ML with a Difference: neural option pricing, DML Greeks, and Monte Carlo experiments in Black–Scholes and Bachelier models.
Toolkit for derivatives
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