derivatives
There are 358 repositories under derivatives topic.
goldmansachs/gs-quant
Python toolkit for quantitative finance
domokane/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
casadi/casadi
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.
autodiff/autodiff
automatic differentiation made easier for C++
Synthetixio/synthetix
Synthetix Solidity smart contracts
OpenGamma/Strata
Open source analytics and market risk library from OpenGamma
0xperp/defi-derivatives
A hopefully comprehensive guide to the defi derivative landscape
dbrojas/optlib
A library for financial options pricing written in Python.
s-brez/trading-server
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.
quantsbin/Quantsbin
Quantitative Finance tools
fremantle-industries/tai
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
VarunS2002/Python-NSE-Option-Chain-Analyzer
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.
boyac/pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
spacious-team/investbook
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
JuliaDiff/FiniteDiff.jl
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
auto-differentiation/xad
Comprehensive automatic differentiation in C++
sambacha/compendium
The Greatest Collection of anything related to finance and crypto
AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
lambdaclass/options_backtester
Simple backtesting software for options
PyFE/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
differential-machine-learning/notebooks
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.
attack68/rateslib
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.
yzoz/python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
gabrielepompa88/pyBlackScholesAnalytics
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
tpmmthomas/binance-copy-trade-bot
A telegram copy trading bot that follows cryptocurrency derivatives trade on the binance leaderboard.
palle-k/DL4S
Accelerated tensor operations and dynamic neural networks based on reverse mode automatic differentiation for every device that can run Swift - from watchOS to Linux
JamesYang007/FastAD
FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.
TechfaneTechnologies/QtsApp
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.
Matteo-Ferrara/gex-tracker
Dealers' gamma exposure (GEX) tracker
muhasturk/ukupgrade
Upgrade latest kernel automatically for Ubuntu and derivatives such as Linux Mint. :runner:
MARKETProtocol/MARKETProtocol
Ethereum based derivatives trading protocol creating digital tokens for any asset
crypto-chassis/cryptochassis-data-api-docs
A REST API providing snapshot, tick, and aggregated market data for crypto-currencies
harsh-vardhhan/Option-Trading-Backend
Option trading platform on NSE (India) for Upstox
JuliaQuant/FinancialDerivatives.jl
Financial derivatives modeling and pricing in Julia.
realrate/Causing
Causing: CAUsal INterpretation using Graphs