High-frequency statistical arbitrage
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega…
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
Simulation of delta hedging
Utilization of finite difference methods for the purpose of pricing European-style options
Quantitative Finance Library & Option Trading Tool
Calculating options greeks using binomial tree model in C++
Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.
A Python-based quantitative finance tool for pricing European options and calculating first and second-order Greeks. Features vectorized NumPy computations and comprehensive risk dashboards for derivatives analysis
A Black-Scholes Model implemented in Python for option pricing. It includes a range of helper functions for calculating option Greeks and implied volatility, and features basic MySQL database interaction for uploading option data.
📈 Desktop application for calculating fair pricing and Greeks of vanilla European options
A comprehensive formula collection for options pricing for Dr. Franus' IF2209 Derivatives module
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