option-pricing topic

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...

ApurvShah007

A nimble options backtesting library for Python

michaelchu

Collection of notebooks about quantitative finance, with interactive python code.

cantaro86

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

boyac

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...

rburkholder

Quantitative Finance tools

quantsbin

Courses, Articles and many more which can help beginners or professionals.

PyPatel

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

jkirkby3

A python program to implement the discrete binomial option pricing model

VivekPa

Python Financial ENGineering (PyFENG package in PyPI.org)

PyFE