Open Data Platform for analysts, quants and AI agents.
Python toolkit for quantitative finance
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
A library for financial options pricing written in Python.
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.
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.
Quantitative Finance tools
Machine Learning with Symbolic Tensors
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Backtester for evaluating options and equity portfolio strategies over historical data. Includes tools for strategy sweeps, tail-risk hedge analysis, and signal-based timing research.
Automated, smooth, N'th order derivatives of non-uniformly sampled time series data
A book on the mathematical foundations of AI from an engineering perspective.
Python Financial ENGineering (PyFENG package in PyPI.org)
A telegram copy trading bot that follows cryptocurrency derivatives trade on the binance leaderboard.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
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…
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.
Implementations of Leading Algorithms in Quantitative Finance
AI-powered intraday options trading system for NSE F&O. Dual ML models + institutional flow analysis + regime-adaptive strategies. Python/TimescaleDB.
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