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black-scholes-pricing-model icon black-scholes-pricing-model

The model calculates the price of non dividend paying stock options. The model is static and inputs are required as mentioned

efficient-frontier-curve icon efficient-frontier-curve

This algorithm plots the efficient frontier curve of the different combinations of 4 stocks. The optimal weights are decided by running 15000 simulations of different possible scenarios and finally choosing the combination with highest sharpe ratio.

monte-carlo-simulation icon monte-carlo-simulation

The algorithm plots the different possible path of Nifty on the principle of Monte Carlo Simulation

nifty-straddle-live icon nifty-straddle-live

The algorithm fetches the value of live straddle wherever the market price of Nifty is for any expiry. The user must have access to Zerodha API to use this algorithm.

nifty-straddle-live-plot icon nifty-straddle-live-plot

This algorithm shows the live plot of Nifty straddle of a specified strike over a specified period of time. The strike has been selected by taking the average of Nifty closing prices over the specified period. What we can analyse is how the value straddle changes as the underlying changes over time.

nse-cash-future-arbitrage icon nse-cash-future-arbitrage

The strategy is based on the concept of Cash vs Future Arbitrage for NSE stocks. Also the user requires the access to Zerodha API before running this algorithm.

option-greeks icon option-greeks

This algorithm computes the live option greeks of NIfty ATM strike options. It can be used to compute any strike option prices given that we have the inputs.

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