Options

Top 23 Option Open-Source Projects

  • Lean

    Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

  • Project mention: What Happened to Quantconnect? | /r/algotrading | 2023-05-18

    6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.

  • Choices.js

    A vanilla JS customisable select box/text input plugin ⚡️

  • 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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  • FinanceToolkit

    Transparent and Efficient Financial Analysis

  • Project mention: Work with First, Second and Third Order Greeks Through the Finance Toolkit | news.ycombinator.com | 2024-01-17

    Over the last year I've spend a significant amount of time creating a Finance Toolkit in Python, it currently features over 150+ different metrics such as financial ratios, models, risk and performance metrics, technical indicators, macro-economic parameters and since today also all Greeks.

    The Finance Toolkit is written in Python and is meant as a free solution to acquire a large range of financial metrics. My goal is to make financial calculations accessible to everyone as there is no point in reinventing the wheel over and over again which I've seen countless of times happen given that I work in the Financial Sector myself.

    If you are interested give it a go: https://github.com/JerBouma/FinanceToolkit and find the recent release notes here that talk about the Greeks: https://github.com/JerBouma/FinanceToolkit/releases/tag/v.1....

  • vue-macros

    Explore and extend more macros and syntax sugar to Vue.

  • Project mention: Coming here from svelteland... is there a way to put CSS module inside JS? | /r/solidjs | 2023-06-03

    I recently encountered Vue Macros and it inspired me to create a compile-time macro library for CSS modules, unfortunately I haven't even started and am not planning to do so any time soon. I like having the entire component in a single file but honestly just having COMPONENT_NAME.module.css for each component is not bad at all. I'd just avoid doing the COMPONENT_NAME/style.module.css, this gets very tedious

  • volatility-trading

    A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

  • LiquidBounce

    A free mixin-based injection hacked client for Minecraft using the Fabric API

  • wallstreet

    Real time stock and option data.

  • Project mention: wallstreet: NEW Derivatives and Hedging - star count:1045.0 | /r/algoprojects | 2023-07-31
  • WorkOS

    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.

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  • clipp

    easy to use, powerful & expressive command line argument parsing for modern C++ / single header / usage & doc generation

  • Godot-GameTemplate

    Template with all necessary stuff taken care, just create your games main features.

  • optopsy

    A nimble options backtesting library for Python

  • laravel-options

    Global key-value store in the database

  • finance-go

    :bar_chart: Financial markets data library implemented in go.

  • Project mention: finance-go: NEW Data - star count:602.0 | /r/algoprojects | 2023-05-13
  • algotrader

    Simple algorithmic stock and option trading for Node.js.

  • Project mention: algotrader: NEW Derivatives and Hedging - star count:615.0 | /r/algoprojects | 2023-10-28
  • Lyra

    A simple to use, composable, command line parser for C++ 11 and beyond (by bfgroup)

  • Quantsbin

    Quantitative Finance tools

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

    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 ....

  • Python-NSE-Option-Chain-Analyzer

    The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.

  • Project mention: Python-NSE-Option-Chain-Analyzer: NEW Data - star count:282.0 | /r/algoprojects | 2023-06-03
  • optlib

    A library for financial options pricing written in Python.

  • Disable-Firefox-Telemetry-and-Data-Collection

    How to disable Firefox Telemetry and Data Collection

  • Project mention: Disable-Firefox-Telemetry-and-Data-Collection: NEW Data - star count:147.0 | /r/algoprojects | 2023-10-17
  • argumentum

    C++ command line parsing library

  • OptionSuite

    Option and stock backtester / live trader

  • PROJ_Option_Pricing_Matlab

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

  • NSE-Stock-Scanner

    National Stock Exchange (NSE), India based Stock screener program. Supports Live Data, Swing / Momentum Trading, Intraday Trading, Connect to online brokers as Zerodha Kite, Risk Management, Emotion Control, Screening, Strategies, Backtesting, Automatic Stock Downloading after closing, live free day trading data and much more

  • Project mention: NSE-Stock-Scanner: NEW Data - star count:101.0 | /r/algoprojects | 2023-07-08
  • SaaSHub

    SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

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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).

Options related posts

Index

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

Project Stars
1 Lean 8,655
2 Choices.js 5,992
3 FinanceToolkit 2,343
4 vue-macros 1,589
5 volatility-trading 1,443
6 LiquidBounce 1,221
7 wallstreet 1,211
8 clipp 1,167
9 Godot-GameTemplate 1,006
10 optopsy 904
11 laravel-options 719
12 finance-go 683
13 algotrader 620
14 Lyra 456
15 Quantsbin 450
16 trade-frame 424
17 Python-NSE-Option-Chain-Analyzer 372
18 optlib 353
19 Disable-Firefox-Telemetry-and-Data-Collection 210
20 argumentum 192
21 OptionSuite 189
22 PROJ_Option_Pricing_Matlab 151
23 NSE-Stock-Scanner 149

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