greeks topic

List greeks repositories

wallstreet

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Real time stock and option data.

trade-frame

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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) fo...

pyBlackScholesAnalytics

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Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

py_vollib_vectorized

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A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

python-option-calculator

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Vanilla option pricing and visualisation using Black-Scholes model in pure Python

gflows

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View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes

Dynamic-Derivatives-Portfolio-Hedging

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Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.