#Greeks
Showing 9 of 9 repositories tagged #greeks, ranked by stars
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.
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
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
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。
A curated list of options analytics tools, APIs, libraries, papers, and educational resources for quantitative options trading
Option price calculation based on Black Scholes equation
A derivatives pricing library with AD sensitivities and calibration
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.