{"repo":"HugzGJ9/Quantitative_Finance","free":true,"listed":false,"github":"https://github.com/HugzGJ9/Quantitative_Finance","clone":"git clone https://github.com/HugzGJ9/Quantitative_Finance.git","description":"Quantitative Finance Library & Option Trading Tool","language":"Python","stars":11,"topics":["cross-border","finite-difference-method","monte-carlo-simulation","optimization","option-greeks","option-pricing","options-trading","pnl","pnl-impact","portfolio-management"],"license":null,"category":"trading","readme_excerpt":"Quantitative Finance Library & Option Book Management Tool Welcome to the Quantitative Finance Library , a Python-based toolkit for modeling, analyzing, and managing books of european options. This repository is the result of in-depth studies in quantitative finance, combining practical tools with advanced academic concepts. --- 📊 Features and Highlights - Comprehensive Risk Analysis : Includes PnL, Greeks, Vega convexity, skew, and term structure risk metrics. - Option Portfolio Management : Analyzing and managing books of European options. - Dynamic Simulations : Simulating the evolution of underlying assets and risk profiles. - Volatility Surfaces : Modeling volatility as a surface for active volatility trading. - Learning Tool : A valuable application for an initial assessment of risk exposure in a new, advanced trading strategy. --- 🚀 Demo Code 1. Demo script : - Visualizing Trading Strategies – This tool is perfect for users who want to visualize new trading strategies. Users can easily access the theoretical price of a book, payoff, Greek exposure (in 2D or 3D), skew, and term structure. https://youtu.be/npcQdp4R DU?si=ZkZCIkVludQWTVGu 2. Booking script : - Options Trading and Risk Management – For more advanced users, this tool allows traders to save their positions and conveniently access risk metrics, making it highly useful for managing option trades. https://youtu.be/Wg5Euv6VoKg --- 📈 Risk Exposure Analysis This library provides a detailed breakdown of portfoli","default_branch":null,"files":null,"tree":[],"storefront":"/r/HugzGJ9","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/HugzGJ9/Quantitative_Finance/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}