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An options trading bot
An interactive dashboard for options analyses
This repository contains the implementation of numerical methods for solving the Black-Scholes Equation and the Time-Dependent Schrödinger Equation. It features C++ code using the Crank-Nicolson method, along with Python scripts for visualizing the results. A detailed report analyzing the findings and methodologies is also included.
Black-Scholes Model - Implementation of the Black-Scholes Model for European option call/put pricing with features including calculating option prices based on market parameters, estimating implied volatility, live data using Yahoo Finance API, heatmap visualisation and visualising option prices against different factors...
Options hedging simulation tool/dashboard. Run backtest with easy configuration, visualize portfolio performance and export comprehensive metrics as a .csv file.
This is the repo for the Numerical approximation of PDEs course at EPFL during the Spring 2025 semester
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