sabr

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

A set of utilities for working with Google Video APIs.

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

YouTube client built with Vue, demonstrating SABR playback via YouTube.js & googlevideo

Production-quality volatility surface library for Rust

Package for option pricing and volatility calibration for index (and FX) options

YouTube broke your downloads. We fixed it. Permanently. SABR quality fix + bot detection bypass + cloud deployment guide. Battle-tested in production.

SABR NelderMead volatility

SABR calibration and volatility-smile analysis for interest-rate derivatives.

Volatility surface modelling library

Fit implied vol curves to option prices using SVI and SABR

Open source collection of baseball datasets

The SABR stochastic-vol model — Hagan 2002 lognormal & normal implied vol, Obloj correction, smile calibration. Matches QuantLib. Zero deps.

Avellaneda-Stoikov market making framework applied to SPY equity and options. Covers parameter calibration from real market data, Black-Scholes/SABR pricing, delta hedging, and P&L decomposition across 40 simulated trading days.

led-sequence in imx6qdl-sabresd

Python library pricing options across 7 models: Black-Scholes, Binomial Tree, Monte Carlo, Finite Difference (Explicit/Implicit/Crank-Nicolson), Heston, Merton Jump Diffusion, and SABR. Calibrated to live SPY market data with full implied volatility surface construction and Greeks analysis.

A fallback strategy for yt-dlp extraction failures on SABR-only YouTube streams

Multi-asset option pricing toolkit using SABR volatility model and t-Copula dependency. Includes SABR calibration with robust loss, copula fitting & model selection, and pricing of basket, range accrual, and snowball structures with Greeks analysis.

Adjust individual app volume levels on macOS with this lightweight volume mixer.