Python-based quant trading research project for short-term reversal option setups, universe selection, staged-entry backtesting, and live paper trading.
Calculate accurate options Greeks and implied volatility from market data using this Python library based on the Black-Scholes-Merton model.
Algorithmic options trading platform
This project implements a Binomial Tree Option Pricing Model in Python and compares the results with the Black-Scholes-Merton analytical solution.
Real-time quantitative risk analytics & predictive volatility suite for Nifty 50 options using Black-Scholes, XGBoost, and Isolation Forest.
Python library for option pricing: Black-Scholes closed-form, Greeks, implied volatility, and Monte Carlo for American/Asian options.
An event-driven options backtesting engine and multi-method derivatives pricing framework (Black-Scholes, Binomial Trees, Monte Carlo) with real-time portfolio risk analytics (VaR/CVaR).
Options Pricing Project
BTC options analytics library featuring Black–Scholes pricing, robust IV inversion, SVI volatility surface calibration, Greeks, skew analytics, and quantitative research tools.
Terminal Black-Scholes calculator. Calculates greeks and compares to live options chain data to measure deviations
📈Quantitative finance projects covering Options Pricing, Derivatives Analytics, Volatility Modelling, & Numerical Methods used in Modern Financial Markets.
POC to benchmark calculating Black-Scholes prices and IVs via python vs rust
`stockhealth` is a Python package built for investment management and analysis of security in US stock exchange.
Notes on PDEs
SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloomberg for Equity Option Vol Surface Construction.
This repository covers a project on option pricing via Black-Scholes and Binomial trees.
Binomial + Black-Scholes pricer with optional IV retrieval & visualization.
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
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