High-frequency statistical arbitrage

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…

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

Simulation of delta hedging

Utilization of finite difference methods for the purpose of pricing European-style options

Calculating options greeks using binomial tree model in C++

Python client for your pricing web service

Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.

A Black-Scholes Model implemented in Python for option pricing. It includes a range of helper functions for calculating option Greeks and implied volatility, and features basic MySQL database interaction for uploading option data​​.

📈 Desktop application for calculating fair pricing and Greeks of vanilla European options

BS 選擇權基礎實做