#Derivatives
Showing 59 of 59 repositories tagged #derivatives, ranked by stars
Open Data Platform for analysts, quants and AI agents.
Python toolkit for quantitative finance
Track stocks, crypto, and derivatives prices and positions in real time from your terminal
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Open source analytics and market risk library from OpenGamma
Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.
Quantitative Finance tools
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Automated, smooth, N'th order derivatives of non-uniformly sampled time series data
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
The Greatest Collection of anything related to finance and crypto
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Python Financial ENGineering (PyFENG package in PyPI.org)
A book on the mathematical foundations of AI from an engineering perspective.
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
A telegram copy trading bot that follows cryptocurrency derivatives trade on the binance leaderboard.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Fixed-window perps protocol engine for Solana 3j646J4nfoK2HXt8pSdHxBbEjQAGaD5dLVRqLybgpump
Ethereum based derivatives trading protocol creating digital tokens for any asset
Implementations of Leading Algorithms in Quantitative Finance
📈 Free crypto market data (worth $500+/mo) for ML & research. Star ⭐ to keep it free!
J.P. Morgan Quant Challenge 2022 Questions
Option trading platform on NSE (India) for Upstox
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Trade stocks and ETFs with free brokerage Robinhood and Perl
IG Trading API for Node.js, written in TypeScript.
Quantitative Finance using python - Derivatives Pricing
Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
SIREN Core Smart Contracts
AI-powered intraday options trading system for NSE F&O. Dual ML models + institutional flow analysis + regime-adaptive strategies. Python/TimescaleDB.
A simple real-time Open Interest & Strategy Profit and Loss Visualizer for Indian Benchmark Indices and F&O Stocks inspired by Sensibull. The app is built with React, Material UI, D3 and Node.
Systematic Volatility Research and Backtesting for equity options
Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production
Go library for using the Deribit's Websocket API
Self-hosted stock portfolio tracking software using PHP/Symfony. It tracks portfolios across multiple brokers and automatically updates daily stock data. It allows tracking trades of raw stock and EUSIPA derivatives/instruments.
AAD enabled and scripting included derivatives modeling.
A (very) fast Rust library for quantitative finance.
ATLAS is a sophisticated real-time risk analysis system designed for institutional-grade market risk assessment. Built with high-frequency trading (HFT) capabilities and advanced machine learning techniques, ATLAS provides continuous volatility predictions and risk metrics using both historical patterns and real-time market data.
📚 MesoSim's Strategy Library
ERC20-compatible Option Contracts
RustyQlib: A quant library for derivative pricing and quantitative finance
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
Trading API for Quedex Bitcoin Derivatives Exchange.
Uonfficial wrapper for financial data api from the Scandinavian broker Nordnet
Derivatives pricing in modern C++.
Proof-of-concept Python scripts for developing, testing, and validating 0DTE (Zero Days To Expiration) trading strategies for stocks using Interactive Brokers (IBKR) API. Includes experimental implementations, backtesting examples, and analytics for rapid strategy iteration.
Financial Engineering in R
AI-powered DeFi protocol built on Move featuring non-custodial liquid staking + market prediction + more to come
options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.
An Excel integration of OpenGamma Strata.
Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.
A lightweight RESTful simulator for option chains that evolves over time with each API request. Useful for testing trading algorithms, visualizations, and analytics pipelines without relying on real-time market data. NO PRODUCTION READY YET
Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (stochastic vol + jumps), Local Vol (Dupire). Analytic Greeks, fast IV solver (Halley), monotone cubic spline surfaces. Parallel batch pricing via Rayon.
Testing Code abount quantitative finance algorithms
Package for deploying lattice models for option pricing
An options trading bot