Open-source · GitHub · MIT

10 Jupyter notebooks to understand derivatives in code

Black-Scholes from scratch, Greeks, FX options, smile, SVI surface, Monte Carlo, GEX, exotic payoffs, Heston, risk metrics. Free, clean code, 17 years desk behind.

5.0/5 on 177 reviews · 216 members · 17 years desk · Zero broker affiliation

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« 17 years of derivatives desk. Zero broker affiliation. The market as it really is. »

The repo

👉 github.com/djellaldjouad/derivatives-toolkit

10 Python notebooks, minimal deps (numpy, scipy, matplotlib, pandas). Runs on free Google Colab.

Beyond the toolkit

The book FX Traders vs Brokers ($9.99) + the formation Derivatives Trading ($60/month, 5.0/5 on 177 reviews, Bloomberg Pro Terminal): apply the concepts on live institutional flows.

🇫🇷 Version française