Where should I look to learn about how to apply my math skills to options?

This page summarizes the projects mentioned and recommended in the original post on /r/options
Compilers stencil-codes finite-difference sympy JIT

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  • devito

    DSL and compiler framework for automated finite-differences and stencil computation

    • This may help https://github.com/devitocodes/devito/blob/master/examples/finance/bs_ivbp.ipynb

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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