Topic: derivatives Goto Github

👇 Here are 342 public repositories matching this topic...

0xperp / defi-derivatives
derivatives, A hopefully comprehensive guide to the defi derivative landscape
User: 0xperp
Home Page: https://0xperp.github.io/defi-derivatives/
awesome-list derivatives

anthonybradford / optionmatrix
derivatives,Financial Derivatives Calculator with 168+ Models (Options Calculator)
User: anthonybradford
Home Page: https://anthonybradford.github.io/optionmatrix/
financial derivatives black-scholes financial-engineering financial-analysis monte-carlo currency-exchange futures vasicek options

anuragsodhi / options-pricing
derivatives,Quantitative Finance using python - Derivatives Pricing
User: anuragsodhi
quantitative-finance math-finance finance quant quantitative-trading options derivatives mathematical-modelling

arseniyturin / sgd-from-scratch
derivatives,Stochastic gradient descent from scratch for linear regression
User: arseniyturin
gradient-descent sgd linear-regression derivatives

attack68 / rateslib
derivatives,A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
User: attack68
Home Page: https://rateslib.readthedocs.io/en/stable/
bonds fixed-income swaps trading cross-currency currency curves derivatives derivatives-pricing finance

auto-differentiation / xad
derivatives,Comprehensive automatic differentiation in C++
Organization: auto-differentiation
Home Page: https://auto-differentiation.github.io
automatic-differentiation risk-management derivatives biotechnology computer-graphics machine-learning meteorology numerical-analysis optimisation quant-finance

autodiff / autodiff
derivatives,automatic differentiation made easier for C++
Organization: autodiff
Home Page: https://autodiff.github.io
automatic-differentiation auto-differentiation autodiff autodifferentiation differentiation derivatives numerical-derivation

bottama / dynamic-derivatives-portfolio-hedging
derivatives,Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
User: bottama
options-trading option-pricing black-scholes-merton derivatives hedging greeks-neutralization greeks portfolio-position delta vega

boyac / pyoptionpricing
derivatives,Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
User: boyac
option-pricing volatility blackscholes derivatives investment-banking

casadi / casadi
derivatives,CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
Organization: casadi
Home Page: http://casadi.org
optimization nonlinear derivatives code-generation numerical-calculations academic-project scientific-computing mathematics symbolic-manipulation parameter-estimation

crypto-chassis / cryptochassis-data-api-docs
derivatives,A REST API providing snapshot, tick, and aggregated market data for crypto-currencies
Organization: crypto-chassis
algo-trading altcoin api backtest derivatives exchange invest market-data market-depth ohlc quote snapshot tick trade trading

dbrojas / optlib
derivatives,A library for financial options pricing written in Python.
User: dbrojas
options derivatives derivatives-pricing finance volatility tdameritrade-api stocks api-client

differential-machine-learning / notebooks
derivatives,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.
User: differential-machine-learning
Home Page: https://arxiv.org/abs/2005.02347
aad automatic-differentiation backpropagation computational-finance deep-learning derivatives machine-learning notebooks pricing quantitative-finance regression-models risk-magazine risk-management tensorflow

domokane / financepy
derivatives,A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
User: domokane
risk pricing risk-management asset-allocation finance valuation python derivatives-pricing numba bonds

dwasse / vol-surface-visualizer
derivatives,Volatility surface visualizer for cryptocurrency options.
User: dwasse
Home Page: http://volsurface.io/visualize/BTCUSD
bitcoin options derivatives data-visualization deribit volatility-surface-visualizer

esterhlav / black-scholes-option-pricing-model
derivatives,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.
User: esterhlav
java mathematics quantitative-finance gui brownian-motion derivatives options volatility option-pricing-calculator simulation

fremantle-industries / tai
derivatives,A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Organization: fremantle-industries
trading trading-bot trading-systems cryptocurrency crypto-trader crypto-trading crypto-trading-bot hft hft-trading automated-trading

gabrielepompa88 / pyblackscholesanalytics
derivatives,Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
User: gabrielepompa88
greeks option-strategies quant digital-options blackscholes finance quantitative-finance derivatives derivatives-pricing tutorials

girishg4t / bhavcopy-downloader
derivatives,Get free NSE and BSE data(bhavcopy, derivatives), based on customizable index and date. Give it a star if you like it
User: girishg4t
Home Page: https://www.freehtmlchecker.com/bhavcopy-downloader
bhavcopy stock stock-data nse bse nse-stock-data bse-stock-data eod-data-downloader free-nse-data free-bse-data

goldmansachs / gs-quant
derivatives,Python toolkit for quantitative finance
Organization: goldmansachs
Home Page: https://developer.gs.com/discover/products/gs-quant/
gs-quant goldman-sachs risk-management trading-strategies derivatives

harsh-vardhhan / option-trading-backend
derivatives,Option trading platform on NSE (India) for Upstox
User: harsh-vardhhan
derivatives option-trading trading

imanuelcostigan / dataonderivatives
derivatives,Easily source publicly available data on derivatives
User: imanuelcostigan
Home Page: http://imanuelcostigan.github.io/dataonderivatives/
cran r derivative derivatives

jamesyang007 / fastad
derivatives,FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.
User: jamesyang007
linux cpp17 automatic-differentiation macos derivatives auto-differentiation differentiation autodiff autodifferentiation math

jkirkby3 / proj_option_pricing_matlab
derivatives,Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
User: jkirkby3
quantitative-finance levy-processes black-scholes american-options bermudan-option asian-option european-options lookback-option variance-swap barrier-option

juliadiff / finitediff.jl
derivatives,Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
Organization: juliadiff
jacobians hessians derivatives gradients julia fast gpu sparse-matrix sparse banded

juliaquant / financialderivatives.jl
derivatives,Financial derivatives modeling and pricing in Julia.
Organization: juliaquant
Home Page: https://juliaquant.github.io/FinancialDerivatives.jl/dev/
julia finance derivatives

junosan / sibyl
derivatives,Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
User: junosan
algorithmic-trading backtest deep-learning derivatives machine-learning recurrent-neural-networks simulator stock-market trading

l-ramirez-lopez / prospectr
derivatives,R package: Misc. Functions for Processing and Sample Selection of Spectroscopic Data
User: l-ramirez-lopez
Home Page: https://CRAN.R-project.org/package=prospectr
chemometrics spectroscopy near-infrared sampling pedometrics soil-spectroscopy nir signal derivatives resample

lambdaclass / options_backtester
derivatives,Simple backtesting software for options
Organization: lambdaclass
volatility backtester options derivatives finance

marketprotocol / marketprotocol
derivatives,Ethereum based derivatives trading protocol creating digital tokens for any asset
Organization: marketprotocol
Home Page: https://marketprotocol.io/
ethereum trading truffle blockchain derivatives web3

matteo-ferrara / gex-tracker
derivatives,Dealers' gamma exposure (GEX) tracker
User: matteo-ferrara
python derivatives options

metamath1 / noviceml
derivatives,도서 머신러닝·딥러닝에 필요한 기초 수학 with 파이썬의 예제 코드와 그래프 그리는 코드 및 웹앱 저장소
User: metamath1
mechine-learing deep-learning linear-regression derivatives auto-differentiation optimization functions

michalos88 / quant-projects
derivatives,Implementations of Leading Algorithms in Quantitative Finance
User: michalos88
black-scholes derivatives monte-carlo-simulation options quant quantitative-finance

muhasturk / ukupgrade
derivatives,Upgrade latest kernel automatically for Ubuntu and derivatives such as Linux Mint. :runner:
User: muhasturk
ubuntu shell derivatives mint kernel upgrade update

navjindervirdee / neural-networks
derivatives,Implemented Convolutional Neural Network, LSTM Neural Network, and Neural Network From Scratch in Python Language.
User: navjindervirdee
neural-networks convolutional-neural-networks scratch python jupyter-notebook cnn handwritten-digit-recognition iris-dataset convolutional-layers derivatives

opengamma / strata
derivatives, Open source analytics and market risk library from OpenGamma
Organization: opengamma
Home Page: http://strata.opengamma.io
opengamma java strata market-risk finance derivatives otc etd quantitative-finance

palle-k / dl4s
derivatives,Accelerated tensor operations and dynamic neural networks based on reverse mode automatic differentiation for every device that can run Swift - from watchOS to Linux
User: palle-k
Home Page: https://palle-k.github.io/DL4S/
deep-learning deep-neural-networks gradient-descent automatic-differentiation autograd tensor recurrent-neural-networks convolutional-neural-networks machine-learning neural-networks

pyfe / pyfeng
derivatives,Python Financial ENGineering (PyFENG package in PyPI.org)
Organization: pyfe
bachelier-model black-scholes derivatives financial-engineering heston-model mathematical-finance option-pricing quantitative-finance sabr-model

quantsbin / quantsbin
derivatives,Quantitative Finance tools
User: quantsbin
python finance quants quantitative-finance derivatives derivative-pricing option-pricing options blackscholes binomial-tree

realrate / causing
derivatives,Causing: CAUsal INterpretation using Graphs
Organization: realrate
Home Page: https://github.com/realrate/Causing
causality-analysis mediation-analysis effects-modeling causal-networks latent-variables dag graph-theory do-calculus structural-equation-modeling structural-analysis

s-brez / trading-server
derivatives,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.
User: s-brez
algo-trading quantitative-trading algorithmic-trading trading trading-execution trading-bot cryptocurrency derivatives futures bitmex

sambacha / compendium
derivatives,The Greatest Collection of anything related to finance and crypto
User: sambacha
cryptocurrency cryptocoins ethereum bitcoin tokens erc20 erc721 isda legal-documents regulatory

sanko / finance-robinhood
derivatives,Trade stocks and ETFs with free brokerage Robinhood and Perl
User: sanko
Home Page: https://metacpan.org/release/Finance-Robinhood
robinhood finance etf historical-data perl stocks api-wrapper cryptocurrency crypto-trading options

sirenmarkets / core
derivatives,SIREN Core Smart Contracts
Organization: sirenmarkets
Home Page: https://sirenmarkets.com/
ethereum smart-contracts dapp defi options blockchain derivatives

spacious-team / investbook
derivatives,Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Organization: spacious-team
Home Page: https://t.me/investbook_support_bot
finance-management investment-analysis portfolio-management finance investment stock-market forex-market stocks derivatives java

synthetixio / synthetix
derivatives,Synthetix Solidity smart contracts
Organization: synthetixio
Home Page: https://synthetix.io/
synthetix ethereum defi blockchain derivatives

techfanetechnologies / qtsapp
derivatives,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, Gamma, Vanna, Charm, Speed, Zomma, Color, Volga, Veta at an interval of a second and visually displays the trend in various indicators useful for Technical Analysis.
Organization: techfanetechnologies
Home Page: https://techfanetechnologies.github.io/QtsApp/
analysis app banknifty derivatives equity nifty nifty50 nse option-chain option-pricing

tpmmthomas / binance-copy-trade-bot
derivatives,A telegram copy trading bot that follows cryptocurrency derivatives trade on the binance leaderboard.
User: tpmmthomas
Home Page: https://forms.gle/98SpxWP7BgjCbxe47
copy-trade cryptocurrency python telegram-bot trading binance bybit derivatives

varuns2002 / python-nse-option-chain-analyzer
derivatives,The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
User: varuns2002
option-chain nse strike-price python script program web-scrapping nifty app options

yzoz / python-option-calculator
derivatives,Vanilla option pricing and visualisation using Black-Scholes model in pure Python
User: yzoz
black-scholes options-trading options market market-data option-pricing derivatives financial trading econometrics