Python · MIT
JasGujral/Quantsbin
Option pricing and derivatives analytics in Python: Black-Scholes, binomial, Monte Carlo, greeks, strategies
★ 661
Stars
91 forks · 2 open issues
+3.0/wk
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
40.5
Momentum / 100
see the breakdown below
8y ago
Created
last push 11d ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 3.0 | +3.0/wk, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 15.0 | last week ran 2.23× the monthly pace |
| Freshness | 15 | 14.3 | last push 11d ago; decays to zero at 180 days |
| Scale | 15 | 8.2 | 661 stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 40.5 | sum of the above |
Detail
| Topics | binomial-treeblackscholesderivative-pricingderivativesderivatives-pricingfinancegreeksmonte-carlomonte-carlo-methodsmonte-carlo-simulationoption-pricingoptionspythonquantitative-financequants |
| Matched on | Finance (quantitative-finance) |
| Short window | +3 stars over 7 days = 0.4/day |
| Long window | +5 stars over 26 days = 0.2/day |
| Lifetime average | 0.22 stars/day over 3,046 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |