Top 9 option-pricing Open-Source Projects

Financial-Models-Numerical-Methods

3 5,250 6.2 Jupyter Notebook

Collection of notebooks about quantitative finance, with interactive python code.
optopsy

22 904 5.0 Python

A nimble options backtesting library for Python
InfluxDB

www.influxdata.com sponsored

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.
RustQuant

14 853 9.6 Rust

Rust library for quantitative finance.

Project mention: RustQuant: A Library for Quantitative Finance | news.ycombinator.com | 2024-02-01

Quantsbin

27 450 0.0 Python

Quantitative Finance tools

Project mention: Quantsbin: NEW Derivatives and Hedging - star count:402.0 | /r/algoprojects | 2023-09-02

trade-frame

14 424 9.0 C++

C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]

Project mention: Automated Trading | /r/options | 2023-06-11

I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....

Q-Fin

41 368 1.1 Python

A Python library for mathematical finance
PROJ_Option_Pricing_Matlab

1 151 4.1 MATLAB

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
WorkOS

workos.com sponsored

The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
R-Finance-Task-View-Supplement

1 11 6.7

R Finance packages not listed in the Empirical Finance Task View
option-pricer

1 10 3.2 Python

Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

option-pricing related posts

Pricing models - which do MMs use these days
1 project | /r/options | 30 May 2022
Ask HN: Best Resources on (Computational) Finance
1 project | news.ycombinator.com | 30 Jan 2021
Classical portfolio optimization in a Python notebook
1 project | news.ycombinator.com | 28 Dec 2020

Index

What are some of the best open-source option-pricing projects? This list will help you:

	Project	Stars
1	Financial-Models-Numerical-Methods	5,250
2	optopsy	904
3	RustQuant	853
4	Quantsbin	450
5	trade-frame	424
6	Q-Fin	368
7	PROJ_Option_Pricing_Matlab	151
8	R-Finance-Task-View-Supplement	11
9	option-pricer	10