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The Top 23 Option Pricing Open Source Projects

Open source projects categorized as Option Pricing
Categories > Option Pricing
Financial Models Numerical Methods ⭐ 5,086
Collection of notebooks about quantitative finance, with interactive python code.
most recent commit 5 months ago
Optopsy ⭐ 832
A nimble options backtesting library for Python
total releases 10most recent commit 6 months ago
Rustquant ⭐ 537
Rust library for quantitative finance.
dependent packages 1total releases 39most recent commit 5 months agocargo RustQuant} Downloads
Trade Frame ⭐ 369
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
most recent commit 9 months ago
Q Fin ⭐ 275
A Python library for mathematical finance
most recent commit a year ago
Pyoptionpricing ⭐ 157
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
most recent commit 2 years ago
Pyfeng ⭐ 116
Python Financial ENGineering (PyFENG package in PyPI.org)
total releases 17most recent commit 6 months ago
Proj_option_pricing_matlab ⭐ 115
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
most recent commit a year ago
Quant Finance Resources ⭐ 95
Courses, Articles and many more which can help beginners or professionals.
most recent commit 3 years ago
Quantsbin ⭐ 76
Quantitative Finance tools
total releases 7most recent commit 3 years ago
Stochvolmodels ⭐ 65
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
total releases 6most recent commit 6 months ago
Qtsapp ⭐ 59
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega, Gamma, Vanna, Charm, Speed, Zomma, Color, Volga, Veta at an interval of a second and visually displays the trend in various indicators useful for Techn
most recent commit a year ago
Option Pricing ⭐ 51
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
most recent commit 2 years ago
Fypy ⭐ 51
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.
most recent commit 7 months ago
Algorithmic Trading ⭐ 33
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
most recent commit 4 years ago
Black Scholes ⭐ 31
Black Scholes formula and greeks
most recent commit 10 years ago
Binomialoptmodel ⭐ 28
A python program to implement the discrete binomial option pricing model
most recent commit 6 years ago
Rough_bergomi ⭐ 28
A Python implementation of the rough Bergomi model.
most recent commit 6 years ago
Montecarlo ⭐ 27
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
most recent commit 5 years ago
Fftoptionlib ⭐ 24
FFT-based Option Pricing Methods in Python
total releases 5most recent commit 6 years ago
Black_scholes ⭐ 21
A SIMD based black scholes pricer using the http://crates.io/wide crate
most recent commit 3 years ago
Optionanalysis ⭐ 20
Python Code for Option Analysis
most recent commit 6 years ago
Hdp ⭐ 18
A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method
most recent commit 4 years ago
The 9 Latest Releases In Option Pricing Open Source Projects
Rustquant ⭐ 537
Rust library for quantitative finance.
dependent packages 1total releases 39latest release November 26, 2023most recent commit 5 months agocargo RustQuant} Downloads
Pyfeng ⭐ 116
Python Financial ENGineering (PyFENG package in PyPI.org)
total releases 17latest release November 16, 2023most recent commit 6 months ago
Quantsbin ⭐ 76
Quantitative Finance tools
total releases 7latest release May 15, 2021most recent commit 3 years ago
Jupyter Notebooks ⭐ 12
Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
total releases 15latest release April 17, 2021most recent commit 4 years ago
Optopsy ⭐ 832
A nimble options backtesting library for Python
total releases 10latest release October 11, 2020most recent commit 6 months ago
Vanilla Option Pricing ⭐ 10
Stochastic models to price financial options
total releases 4latest release October 11, 2020most recent commit 4 years ago
Fftoptionlib ⭐ 24
FFT-based Option Pricing Methods in Python
total releases 5latest release August 29, 2018most recent commit 6 years ago
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