Download and analyze Yahoo! finance data, develop trading strategies
Project description
Built in function for the Black-Scholes formula for both call and put options. Currently can calculate Delta, Theta, and Gamma for call and put options. It can be used to develop Delta and Gamma neutral trading strategies for a given Stock. Use historical data from Yahoo! finance, or use hypothetical data generated from Brownian motion. Currently requires Pylab, but dependence on Pylab will be taken out in the next update.
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Python_finance-.11.zip
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Python_finance-.11.win32.exe
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