| _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)} | _{Black Scholes and Copula.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)} | _{Volatility derivatives analytics.} | _{2016-10-21 04:12:50} | _{2021-05-15 10:12:38} | _91.0 | _{:heavy_check_mark:} | | | _{[FinanceDatabase](https://github.com/JerBouma/FinanceDatabase)} | _NEW | _{2021-01-28 18:36:09} | _{2021-12-03 12:10:52} | _900.0 | _{:heavy_check_mark:} | | | _{[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)} | _{The economics of futures, futures, options, and swaps.} | _{2016-02-09 05:30:27} | _{2021-04-15 16:02:59} | _9.0 | _{:heavy_check_mark:} | | | _{[gs-quant](https://github.com/goldmansachs/gs-quant)} | _NEW | _{2018-12-14 21:10:40} | _{2021-12-02 14:00:47} | _890.0 | _{:heavy_check_mark:} | | | _{[tda-api](https://github.com/alexgolec/tda-api)} | _NEW | _{2020-04-03 21:19:12} | _{2021-12-05 03:01:16} | _881.0 | _{:heavy_check_mark:} | | | _{[wallstreet](https://github.com/mcdallas/wallstreet)} | _NEW | _{2016-01-20 22:03:39} | _{2021-07-09 21:03:50} | _723.0 | _{:heavy_check_mark:} | | | _{[FinancePy](https://github.com/domokane/FinancePy)} | _NEW | _{2019-10-27 15:04:56} | _{2021-12-03 18:58:50} | _689.0 | _{:heavy_check_mark:} | | | _{[Strata](https://github.com/OpenGamma/Strata)} | _NEW | _{2014-06-16 11:45:55} | _{2021-12-09 18:16:26} | _650.0 | _{:heavy_check_mark:} | | | _{[algotrader](https://github.com/torreyleonard/algotrader)} | _NEW | _{2018-04-10 02:31:26} | _{2020-08-27 08:16:44} | _521.0 | _{:heavy_check_mark:} | | | _{[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)} | _{Callable Bond, Hull White.} | _{2018-06-06 22:06:06} | _{2018-06-06 22:27:02} | _5.0 | _{:heavy_multiplication_x:} | | | _{[optopsy](https://github.com/michaelchu/optopsy)} | _NEW | _{2017-09-17 01:49:54} | _{2021-06-04 16:13:34} | _496.0 | _{:heavy_check_mark:} | | | _{[StockSharp](https://github.com/StockSharp/StockSharp)} | _NEW | _{2014-12-08 07:53:44} | _{2021-12-10 19:03:27} | _4584.0 | _{:heavy_check_mark:} | | | _{[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)} | _{Derivative analytics with Python.} | _{2015-07-09 12:27:29} | _{2021-02-22 13:29:18} | _431.0 | _{:heavy_check_mark:} | | | _{[akshare](https://github.com/jindaxiang/akshare)} | _NEW | _{2019-10-01 07:34:12} | _{2021-12-11 16:29:11} | _4309.0 | _{:heavy_check_mark:} | | | _{[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)} | _{Advanced derivatives.} | _{2018-03-02 23:53:53} | _{2018-07-17 23:32:23} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)} | _{Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.} | _{2018-05-22 18:27:26} | _{2018-05-22 18:30:24} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)} | _{Introduction to options.} | _{2017-07-28 15:48:29} | _{2021-10-11 20:34:56} | _394.0 | _{:heavy_check_mark:} | | | _{[Options-Trading-Strategies-in-Python](https://github.com/PyPatel/Options-Trading-Strategies-in-Python)} | _NEW | _{2017-08-30 06:00:15} | _{2019-08-21 15:47:57} | _390.0 | _{:heavy_multiplication_x:} | | | _{[trading-server](https://github.com/s-brez/trading-server)} | _NEW | _{2019-03-05 03:06:19} | _{2021-03-08 02:37:08} | _354.0 | _{:heavy_check_mark:} | | | _{[tai](https://github.com/fremantle-industries/tai)} | _NEW | _{2017-07-28 03:07:18} | _{2021-12-07 03:40:50} | _330.0 | _{:heavy_check_mark:} | | | _{[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)} | _{Binomial tree for American call.} | _{2018-05-18 18:08:16} | _{2018-09-21 19:59:01} | _3.0 | _{:heavy_multiplication_x:} | | | _{[tf-quant-finance](https://github.com/google/tf-quant-finance)} | _NEW | _{2019-07-24 16:09:50} | _{2021-12-10 16:37:16} | _2920.0 | _{:heavy_check_mark:} | | | _{[QLNet](https://github.com/amaggiulli/QLNet)} | _NEW | _{2013-08-22 14:51:43} | _{2021-12-07 18:04:21} | _274.0 | _{:heavy_check_mark:} | | | _{[Options_Data_Science](https://github.com/yugedata/Options_Data_Science)} | _NEW | _{2020-12-09 04:51:20} | _{2021-08-27 17:50:58} | _273.0 | _{:heavy_check_mark:} | | | _{[AlgorithmicTrading](https://github.com/JerBouma/AlgorithmicTrading)} | _NEW | _{2019-03-14 09:33:37} | _{2021-02-03 22:29:07} | _246.0 | _{:heavy_check_mark:} | | | _{[quant-trading](https://github.com/je-suis-tm/quant-trading)} | _NEW | _{2018-04-03 14:08:14} | _{2021-11-10 18:34:14} | _2390.0 | _{:heavy_check_mark:} | | | _{[huobi_futures_Python](https://github.com/hbdmapi/huobi_futures_Python)} | _NEW | _{2020-01-14 07:21:39} | _{2021-06-25 01:29:01} | _229.0 | _{:heavy_check_mark:} | | | _{[trade-frame](https://github.com/rburkholder/trade-frame)} | _NEW | _{2016-07-24 15:25:30} | _{2021-07-26 01:18:34} | _227.0 | _{:heavy_check_mark:} | | | _{[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)} | _{Projects focusing on investigating simulations and computational techniques applied in finance.} | _{2018-01-29 05:01:52} | _{2018-08-02 05:56:49} | _21.0 | _{:heavy_multiplication_x:} | | | _{[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)} | _{Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).} | _{2016-04-29 03:51:25} | _{2018-01-16 01:24:07} | _2.0 | _{:heavy_multiplication_x:} | | | _{[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)} | _{Options pricing.} | _{2017-12-09 18:50:20} | _{2018-07-09 09:48:36} | _2.0 | _{:heavy_multiplication_x:} | | | _{[paperbroker](https://github.com/philipodonnell/paperbroker)} | _NEW | _{2017-07-06 02:04:51} | _{2018-04-08 18:37:57} | _199.0 | _{:heavy_multiplication_x:} | | | _{[MarketAnalysis](https://github.com/Poseyy/MarketAnalysis)} | _NEW | _{2019-03-28 19:46:34} | _{2020-08-06 05:15:46} | _193.0 | _{:heavy_check_mark:} | | | _{[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)} | _{Hedging portfolios with reinforcement learning.} | _{2017-04-21 10:58:56} | _{2017-08-02 21:41:06} | _19.0 | _{:heavy_multiplication_x:} | | | _{[openAlgo](https://github.com/mtompkins/openAlgo)} | _NEW | _{2013-05-28 14:46:53} | _{2017-03-24 20:00:24} | _172.0 | _{:heavy_multiplication_x:} | | | _{[pancakeswap-prediction-winner](https://github.com/modagavr/pancakeswap-prediction-winner)} | _NEW | _{2021-06-09 14:30:14} | _{2021-11-12 07:49:57} | _156.0 | _{:heavy_check_mark:} | | | _{[stocktrends](https://github.com/ChillarAnand/stocktrends)} | _NEW | _{2018-02-06 12:56:48} | _{2021-08-15 06:06:05} | _135.0 | _{:heavy_check_mark:} | | | _{[fast_arrow](https://github.com/westonplatter/fast_arrow)} | _NEW | _{2018-07-19 23:15:25} | _{2020-04-18 18:05:37} | _128.0 | _{:heavy_check_mark:} | | | _{[robin_stocks](https://github.com/jmfernandes/robin_stocks)} | _NEW | _{2018-02-23 00:49:37} | _{2021-10-20 03:44:23} | _1226.0 | _{:heavy_check_mark:} | |