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Derivlib Package Readme

  • Developed by Sanket Karve

Use Cases / Purpose

The general uses are as below:

  • Option pricing tools
  • Volatility calculations and modelling
  • Calculating option greeks and plotting surfaces
  • Used for hedging strategies as well as for trading equities directionally based on volatility and options data

The Long term goal of this project is to be able to create a fully fledged package which can be used for practical trading of equities and their respective options in directional or otherwise.

Under Development / Planned Features

  • Addtional API support
  • Trading support for specific brokerages
  • Adding a GUI for ease of use
  • General Indicators for market health

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