Open source options software

T

timothylee

Do you know of any open source options software? I am looking for options software, anything from the basic to the very advanced.

So far, I have only found OptionsOracle (https://sourceforge.net/projects/optionsoracle/), which bills itself as a "stock options strategy trading analysis tool". Over the years, it has been mentioned a few times on this forum. It appears to be fairly advanced, especially for an open source tool. It has been abandoned, but that's okay as my main goal here is to study the software (perhaps with the goal of eventually writing my own).

Are there any other open source options software you are aware of?
 
Check out Orats..

Oracle was pretty basic

timothylee said:
Do you know of any open source options software? I am looking for options software, anything from the basic to the very advanced.

So far, I have only found OptionsOracle (https://sourceforge.net/projects/optionsoracle/), which bills itself as a "stock options strategy trading analysis tool". Over the years, it has been mentioned a few times on this forum. It appears to be fairly advanced, especially for an open source tool. It has been abandoned, but that's okay as my main goal here is to study the software (perhaps with the goal of eventually writing my own).

Are there any other open source options software you are aware of?
More...
 
Open source means it's either on SourceForge or Github, so you can find everything there. If it ain't there then it doesn't exist.
 
At some point I was thinking in open sourcing my options strategy backtester but eventually I grew smarter and realized there's absolutely no upside in doing that.
 
For options analysis and pricing software:

There's OptionMatrix (https://github.com/AnthonyBradford/optionmatrix) which is a GUI "Financial Derivatives Calculator with 168+ Models (Options Calculator)".

There's also the DerivaGem Excel spreadsheets (https://www-2.rotman.utoronto.ca/~hull/software/) that accompany the "Options, Futures, and Other Derivatives" textbook by John D. Hull. This is not exactly "open source", but it is available for free from the author's website and you can modify the spreadsheets to fit your own needs.

Do you know any more open source options software?
 
Last edited:
Aquarians said:
At some point I was thinking in open sourcing my options strategy backtester but eventually I grew smarter and realized there's absolutely no upside in doing that.
More...

I understand. I'm mostly looking for small and simple educational software or simple options pricing calculators, rather than real platforms that others use to make money. I'm not really expecting others to share the main tools that they use to make money...
 
Not open source, but it may interest you to know that "The Complete Guide to Option Pricing Formulas" by
Espen Gaarder Haug comes with a CD containing VBA code and Excel spreadsheets for options pricing. You may be able to find copies of those files online, but I am unsure about the licensing/legal issues if you choose to take that route.
 
You must log in or register to reply here.
Back
Top