#option-pricing (6 Repositories)
Ranked open-source repositories tagged with #option-pricing, scored by pull request acceptance likelihood and maintainer engagement velocity.
42.1%
9.3h
6 repositories tagged #option-pricing
ArturSepp/StochVolModels
Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python
joaquinbejar/OptionStratLib
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
rburkholder/trade-frame
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.
avhz/RustQuant
Rust library for quantitative finance.
goldspanlabs/optopsy
A nimble options research and backtesting library for Python
quantsbin/Quantsbin
Quantitative Finance tools