11 projects
volvisdata
Extract implied volatility from option data.
volbatch
Generate volatility surface data from option prices and output the results in JSON format.
technicalmethods
Technical Analysis tools
trendvisdata
Data extract and manipulation functions for Trend Visualizer library.
voldiscount
Extract discount rates from option data using Put-Call parity.
optionvisualizer
Visualize option prices and sensitivities.
tradingsystemsdata
End of day backtesting of Technical trading rules.
volvisualizer
Extract and visualize implied volatility from option data.
tradingsystems
End of day backtesting of Technical trading rules.
trendvisualizer
Visualize trend strength across various markets.
optionmodels
Option pricing and volatility calibration tools