Quantitative Finance, Financial Machine Learning and visualizations Notebooks

Go SDK for the FlashAlpha options analytics API — gamma exposure (GEX), delta, vanna, charm, greeks, 0DTE analytics, volatility surfaces, and more

MCP server for real-time options analytics — gamma exposure (GEX), dealer positioning, volatility surfaces, greeks, and more. Works with Claude, Cursor, Windsurf, and any MCP-compatible AI assistant.

Free open-source desktop options scanner with Black-Scholes profit calculator and AI risk analysis *Info/Ed only. Not financial advice.*

for mini magazine cms or blog...extrem fast code ... without database .... very easy to use ...

Efficient Greek calculation using Adjoint Algorithmic Differentiation

A quantitative option pricing model implementing Black-Scholes, Binomial Tree, and Monte Carlo methods for valuing European and American options. Computes Greeks and implied volatility with configurable input parameters.

Python examples and tutorials for the FlashAlpha options analytics API — GEX dashboards, IV scanners, vol surface plots, dealer positioning, Kelly sizing

Work related to quantitative finance.

A Python-based tool for options pricing, portfolio management, and risk analysis. Features Black-Scholes pricing, Greeks calculation, scenario analysis, hedging strategies, and interactive visualizations.

Options pricing (BS, Binomial tree), Greeks, strategy builder and trade evaluator for Indian markets (NSE/BSE)

This model calculates the mathematically fair price of an option using the Black-Scholes model, then validates it, analyzes risk, and generates reports.

A 股可转债统一接口，适应各种常见 api，用户直接操作 DataFrame，免去查字典、配置、统一化麻烦。

Crypto options analytics dashboard with implied volatility surfaces, IV curves, and pricing model calibration. React + TypeScript + Deribit API. Visualize options data in real-time.

European Options Pricing using Black-Scholes Model with Greeks Calculator and Monte Carlo Simulation. Visualizations and real-world explanations included.

An interactive option pricing model that supports Black-Scholes, Binomial, and Monte Carlo valuation methods, with adjustable inputs for pricing European and American call and put options. It also computes Greeks, implied volatility, and generates payoff charts.

An option pricing demo. Three option pricing models with their Greeks.

In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository features interactive Jupyter notebooks and practical examples to help you understand how these concepts apply in real-world scenarios.

A small vibe-coded single page app to dynamically graph theta and delta vs DTE for stock options by the Black-Scholes-Merton formula.

Real-time options pricing dashboard using Black-Scholes & Monte Carlo simulation with live market data, Greeks calculation and interactive visualisations. Built with Python & Streamlit.