Research and open-source tools
Market analytics and quantitative research
Quantitative studies of financial markets and free, open-source tools for market analysis.
Project
OptionsCone
Probability, premium and positioning heatmaps for any stock with options, drawn on the price chart.
- Touch and expiry probabilities, implied volatility, open interest, spreads and time value
- Implied vs realized: option prices against 10,000 paths simulated from the stock's own history
- Runs on your own computer, free and open source
