/cryptopt

Cryptocurrency option analysis, with theoretical value and greek calculations.

Primary LanguageJupyter Notebook

Cryptopt is a repository for option analysis, with theoretical value and greek calculations.

Install dependencies with:

sudo apt-get update
sudo apt-get install python3.6
sudo apt-get install python3-pip
sudo pip3 install -r requirements.txt

You can then experiment with options data from Deribit in optionsPricing.ipynb.