Adds numerous techniques from financial mathematics from equities forecasting to complex financial derivative pricing tools. Can price European, American and certain exotic options utilising various methods such as monte carlo simulations, analytic solutions and the binomial method.
Implements various techniques to analyse individual equities such as the volatility smile and implied probabilities.
Can create a virtual portfolio to back-test trades with the ability to apply leverage or short the asset. Can also generate portfolio returns over time (comparing against an optional benchmark), pie chart breakdowns of a portfolio and produce correlation matricies of the portfolio.
Plans to flesh out the option pricing library better with various exotic options as well as add additional pricing methods such as finite-difference. However this method is not always applicable for options as some fall victim to the curse of dimensionality, especially rainbow and basket options.
See main.py for various examples.