Real time stock and option data.
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Jul 6, 2024 - Python
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black-scholes
Here are 335 public repositories matching this topic...
A Python library for evaluating option trading strategies.
trading-strategies trading-algorithms black-scholes computational-finance options-trading options-pricing
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Dec 25, 2025 - Python
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
python docker google-cloud yahoo-finance-api monte-carlo-simulation option-pricing black-scholes binomial-tree pandas-datareader streamlit
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Jan 17, 2025 - Python
High-frequency statistical arbitrage
black-scholes pairs-trading statistical-arbitrage high-frequency-trading brownian-motion backtesting-frameworks wiener-process vasicek option-greeks ornstein-uhlenbeck-process
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Jul 30, 2023 - Jupyter Notebook
Financial Derivatives Calculator with 171+ Models (Options Calculator)
options trading monte-carlo financial stock-market derivatives finite-difference investment equity currency-exchange black-scholes risk-management implied-volatility options-trading derivatives-pricing options-pricing heston quanto options-chain garman-kohlhagen
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Feb 27, 2025 - C++
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
options monte-carlo derivatives option-pricing quantitative-finance american-options jump-diffusion stochastic-volatility-models black-scholes fourier-transform sabr european-options levy-processes heston-model asian-option bermudan-option lookback-option variance-swap barrier-option quant-finance
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Nov 19, 2024 - MATLAB
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
rust finance options trading simulation derivatives trading-strategies trading-algorithms option option-pricing quantitative-finance financial-analysis volatility black-scholes financial-engineering options-trading heston-model black-scholes-model-application
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Mar 16, 2026 - Rust
Python Financial ENGineering (PyFENG package in PyPI.org)
derivatives option-pricing quantitative-finance mathematical-finance black-scholes financial-engineering heston-model sabr-model bachelier-model
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Jan 28, 2026 - Python
Option Calculator using Black-Scholes model and Binomial model
calculator options python3 binomial-model black-scholes implied-volatility binomial-tree options-pricing black-scholes-merton
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Dec 4, 2019 - Jupyter Notebook
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
python finance pricing calibration fourier quant option-pricing quantitative-finance quantitative-trading variance-gamma black-scholes sabr levy levy-processes options-pricing heston stochastic-volatility
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Feb 27, 2025 - Python
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
options trading market financial econometrics derivatives market-data trading-strategies option-pricing black-scholes quantitative-analysis implied-volatility european-options options-trading greeks stock-options derivatives-pricing options-strategies
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Sep 13, 2022 - Python
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
option-pricing american-options exotic-option black-scholes european-options longstaff-schwartz binomial-pricing
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Nov 7, 2022 - Python
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
react finance options monte-carlo python3 full-stack trading-strategies stocks quantitative-finance black-scholes quantitative-analysis options-trading spreads options-strategies options-pricing payoff-graphs
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Jul 15, 2023 - Python
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
monte-carlo option-pricing binomial-model black-scholes fourier-transform implied-volatility finite-difference-schemes heston-model jump-diffusion-mertons-model barrier-option
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Jan 11, 2022 - Jupyter Notebook
Implementations of Leading Algorithms in Quantitative Finance
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Jun 10, 2017 - Python
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 and will lead up to complex machine learning algorithms.
statistics numpy pandas-dataframe pandas python3 scipy monte-carlo-simulation portfolio-optimization option-pricing financial-analysis algorithmic-trading black-scholes portfolio-optimizer portfol portfolio-stats
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Aug 16, 2020 - Jupyter Notebook
Useful functions for Black–Scholes Model in the Julia Language
julia pricing quantitative-finance black-scholes risk-management pricing-derivatives european-options
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Mar 30, 2026 - Julia
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
python statistics time-series linear-regression jupyter-notebook option-pricing bayesian-inference quantitative-finance stochastic-processes black-scholes risk-management financial-mathematics financial-derivatives
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Feb 6, 2026 - Jupyter Notebook
Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
c-plus-plus thread parallel openmp stock-market stock-price-prediction monte-carlo-simulation stock-data predictive-modeling predictive-analytics stock-prices prediction-model stock-prediction black-scholes
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Jan 16, 2023 - C++
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
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Dec 24, 2025 - R
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