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dedwards25 / Python_Option_Pricing

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
MIT License
647 stars 124 forks source link

Would you consider including options spreads in the notebook to make this an even better resource? #3

Open ApurvShah007 opened 4 years ago

dedwards25 commented 4 years ago

What kind of option spreads were you interested in?

Davis Edwards

On Jul 19, 2020, at 2:04 AM, Apurv Shah notifications@github.com wrote:

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ApurvShah007 commented 4 years ago

Hey David,

In my current project, we have implementing the basic bearish and bullish puts and calls spreads. We are also in the process of implementing straddles and strangles, box and butterfly and calendar spreads and expand it even further. I thought that that would be an excellent addition to this amazing project of yours.

ApurvShah007 commented 4 years ago

We have also made an attempt to make it a full stack project by building a react app. We have an API up and running on a flask app as of now. You can have a look at https://github.com/ChiragJhawar/ProjectReward. I would love to add on to your projects by implementing the spreads algorithm and the payoff graphs. We believe that your code is very useful and important to us specially to determine the price of options.

ApurvShah007 commented 4 years ago

@dedwards25