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

Financial Derivatives Calculator with 171+ Models (Options Calculator)

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neutral portfolio to minimize risk exposure.

Risk Premia Trading Client

High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.

A calculator for valuation of option contracts, deployed as a Wt MVC web application with a QuantLib backend

A short C++ calculator for pricing European call options using the Black-Scholes model.

A high-performance C++ library for pricing European, American, and Exotic options

OptionLib is a versatile C++ library for building and managing option portfolios with arbitrary underlying assets, offering robust tools for valuation, risk analysis, and modeling using frameworks like Black-Scholes and Heston.