Open Source Options Analytics Platform.
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Updated
Mar 3, 2021 - JavaScript
Open Source Options Analytics Platform.
A Python library for evaluating option trading strategies.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Option Calculator using Black-Scholes model and Binomial model
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Writing financial contracts in Julia
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.
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Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
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.
Options P/L in React
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.
Interactive visualization of the CRR binomial options pricing model
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 varying market conditions impact option pricing with real-time interactive visualizations.
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