Real time stock and option data.
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Jul 6, 2024 - Python
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greeks
Here are 166 public repositories matching this topic...
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.
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Aug 14, 2026 - C++
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
finance trading trading-bot pandas vectorization volatility finance-application implied-volatility greeks volatility-modeling py-vollib speedups
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Dec 2, 2024 - Python
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
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Sep 13, 2022 - Python
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
finance tutorials quant educational derivatives quantitative-finance educational-project blackscholes greeks portfolio-management derivatives-pricing profit-loss option-strategies digital-options
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May 31, 2022 - Jupyter Notebook
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
vega delta algotrading derivatives option-pricing hedging options-trading greeks black-scholes-merton greeks-neutralization portfolio-position dynamic-hedges bs-model
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Mar 12, 2021 - Python
A curated list of options analytics tools, APIs, libraries, papers, and educational resources for quantitative options trading
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Aug 20, 2026
A 股可转债统一接口，适应各种常见 api，用户直接操作 DataFrame，免去查字典、配置、统一化麻烦。
python pandas wind quantitative-finance tushare ifind greeks ashare convertible-bond akshare convertible black-scholes-model
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Apr 30, 2026 - Python
Option price calculation based on Black Scholes equation
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Dec 6, 2025 - C++
Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (jumps), Local Vol (Dupire), Monte Carlo (Euler/Andersen QE). Adaptive Gauss-Kronrod CF pricers, full analytic Greeks, forward-mode AD (incl. jump sensitivities), Halley IV solver, LM/DE global calibration, no-arbitrage repair, Rayon parallelism. CI + clippy, 0 warnings.
rust finance derivatives low-latency quantitative-finance numerical-methods algorithmic-trading volatility black-scholes implied-volatility options-trading heston-model greeks options-pricing stochastic-volatility local-volatility dupire
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Aug 31, 2026 - Rust
A derivatives pricing library with AD sensitivities and calibration
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Jun 28, 2026 - Julia
Weekly exercises of the course of Stochastic Methods for Finance.
finance julia jupyter-notebook monte-carlo-simulation option-pricing binomial-model value-at-risk black-scholes greeks call-put-parity
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Apr 22, 2025 - Julia
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
options trading vega delta gamma option-pricing theta rho black-scholes implied-volatility greeks black-scholes-merton
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May 6, 2022 - TypeScript
Portfolio Greeks for OpenAlgo Users
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Jul 13, 2025 - Python
🇮🇳 MCP Server for Indian Options — Real-time option chains, Greeks, 34+ strategies, OI analysis, IV smile, Max Pain. Works with Claude Desktop. Replaces Sensibull.
options mcp derivatives india nse black-scholes nifty zerodha options-trading greeks strategy-builder option-chain banknifty ai-tools open-interest sensibull claude-desktop mcp-server
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Jun 5, 2026 - TypeScript
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
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Jan 30, 2022 - PHP
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
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Mar 9, 2023 - R
Sensitivities of Prices of Financial Options and Implied Volatilites
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Aug 4, 2026 - R
A collection of my own Quantitative Finance guides covering various topics.
options guide partial-differential-equations quantitative-finance interest-rates black-scholes diffusion-equation implied-volatility brownian-motion greeks
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Dec 11, 2022 - TeX
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