Top 9 option-pricing Open-Source Projects

Financial-Models-Numerical-Methods

3 5,258 6.2 Jupyter Notebook

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

22 907 5.0 Python

A nimble options backtesting library for Python
InfluxDB

www.influxdata.com featured

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

14 860 9.6 Rust

Rust library for quantitative finance.

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

Quantsbin

27 453 0.0 Python

Quantitative Finance tools

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

trade-frame

14 425 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

41 374 1.1 Python

A Python library for mathematical finance
PROJ_Option_Pricing_Matlab

1 152 4.1 MATLAB

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

www.saashub.com featured

SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
R-Finance-Task-View-Supplement

1 11 6.8

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	5,258
2	optopsy	907
3	RustQuant	860
4	Quantsbin	453
5	trade-frame	425
6	Q-Fin	374
7	PROJ_Option_Pricing_Matlab	152
8	R-Finance-Task-View-Supplement	11
9	option-pricer	10