Popular repositories Loading

1. PyFinance-Projects PyFinance-Projects Public

   A collection of small quantitative finance projects written in Python and Go, covering a range of topics such as image recognition using TensorFlow, Kalman filtering, the Kelly Criterion, Monte Car…

   Go

2. trading_bot_rust trading_bot_rust Public

   A high-performance trading bot implemented in Rust, designed to detect live arbitrage opportunities in the SPX options market. The bot interacts with the IBKR web API, leveraging Rust's speed and e…

   Rust

3. OptionsTradingGui OptionsTradingGui Public

   A Python-based Gui that displays live options chain data, and runs an interpolation on the implied volatilities of that data using various techniques. The Gui can interact with the Schwab and Tasty…

   Python

4. OptionsKillerBotCPP OptionsKillerBotCPP Public

   A C++-based bot developed to calculate implied volatility on option prices using the Barone-Adesi Whaley model and perform custom interpolations on the results. Built upon my original Python implem…

   C++

5. OptionsKillerBotPython OptionsKillerBotPython Public

   A Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders …

   Python

6. OptionsPricerLib OptionsPricerLib Public

   OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks f…

   Python