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  1. gex-tracker gex-tracker Public

    Dealers' gamma exposure (GEX) tracker

    Python 106 39

  2. option-pricer option-pricer Public

    Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes

    Python 11 4

  3. backtester backtester Public

    Rudimentary backtesting framework for futures markets.

    Python 2 1