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  1. blackscholes-rust blackscholes-rust Public

    A Black-Scholes pricing model built in Rust

    Rust 12 9

  2. NOPE NOPE Public

    A python script which calculates the NOPE & NOPE_MAD for given equities using option chains and quotes gathered from TD Ameritrades API (using td-api wrapper).

    Python 18 6

  3. Delta-Gamma-Hedger Delta-Gamma-Hedger Public

    Hedges delta and readjusts based on custom interval, uses TDAmeritrade

    Python 7 2