https://github.com/tyrneh/options-implied-probability

OIPD computes the market's expectations about the probable future prices of an asset, based on information contained in options data.

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Last synced: 06 Feb 2026

https://github.com/FlashAlpha-lab/flashalpha-python

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Last synced: 24 Apr 2026

https://github.com/cwklurks/blackscholestrading

Black-Scholes options analysis platform that combines theoretical pricing models with real-time market data to calculate options. Platform powered by implementing Heston, GARCH, and Jump-Diffusion models with Numba-accelerated Monte Carlo simulations.

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Last synced: 06 Apr 2026

https://github.com/bondin/neural-vol-hedging

Toolkit for option market research: SABR/SVI baseline calibration, neural network volatility surface models, fast Greeks inference, and reinforcement learning agents for dynamic hedging.

deep-learning derivatives financial-engineering hedging monte-carlo neural-networks option-pricing options ppo quantitative-finance reinforcement-learning risk-management sabr svi volatility-surface

Last synced: 09 Oct 2025