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Results for "volatility"

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Showing 1-20 of 159 packages

implied-volatility

v1.0.0

Determine implied volatility of options based on their prices

optionpriceimpliedvolatilityblack+1 more
11 years ago0/week
Quality100%
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@uqee/black-scholes

v1.0.7

Fast (interpolated), fully typed, auto tested and without any dependencies - implementation of the Black-Scholes model: both from volatility to price (and greeks) and back

black-scholesoptionstypescript
2 years ago

@ribbon-finance/rvol

v1.4.2

Ethereum on-chain volatility data

ribbonv2
3 years ago0/week

@volatility/volatility-ws

v0.5.0

Documentation for Volatility WebSockets API

3 years ago0/week
Quality100%
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getoutpost-mcp-server

v4.0.0

HTTP MCP Server for GetOutpost Financial APIs - provides stock data, options chains, and volatility surface analysis

mcpfinancialapigetoutpost

@omdr/volatility-tools

v0.0.1

A lightweight collection of volatility indicators designed for real-time stock market analysis and algorithmic trading. This package includes core volatility tools like ATR, Bollinger Bands, Keltner Channels, Donchian Channels, Chaikin Volatility, and mor

volatility toolsstock market volatility toolstrading
9 months ago

black-scholes-model

v1.0.10

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

optionsblack-scholestradingimplied-volatility

@railpath/finance-toolkit

v0.5.4

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

financeportfolio-managementrisk-analyticsquantitative-finance

@cryptoalgebra/volatility-oracle-plugin

v2.2.0
3 weeks ago0/week
Quality100%
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mcp-financex

v1.0.11

MCP server for real-time stock and cryptocurrency analysis using Yahoo Finance

mcpmodel-context-protocolfinancestocks

@gvol/components

v0.2.12

Import pre-built [Gvol](https://gvol.io/) charts in your UI 🧙🏼

crypto options tradinggenesis volatilitydefi
3 years ago

node-red-contrib-industrial-machine-forecast

v1.0.2

Node-RED node for time-series forecasting and anomaly detection using Exponential Smoothing

node-redforecastexponential smoothinganomaly detection

black-scholes

v1.1.0

Option pricing using the Black-Scholes formula.

black-scholesblackscholesoption

greeks

v1.0.0

Calculations of option greeks - delta, gamma, theta, vega, rho

optiongreeksdeltagamma

n8n-nodes-technical-indicators

v1.2.0

Complete technical indicators node with 208+ indicators, REST and WebSocket support

n8n-community-node-package
4 weeks ago0/week
Quality100%
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@xtreamly/xtreamly_slippage_predictor

v1.0.25

Provides insights and predicts slippage amount, volatility and price on DeX swaps. Currently works on ETH/USDT and ETH/USDC pairs on Uniswap V3 For more info and starting guide go to info.xtreamly.io. For support use info@xtreamly.io

1 years ago0/week
Quality100%
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glicko2-lite

v5.0.0

Barebones Glicko-2 implementation

statistics
1 months ago0/week
Quality100%
Popularity100%

glicko2

v1.2.1

glicko2 ranking system

glickoutilitiesranking
1 years ago0/week

@venusprotocol/isolated-pools

v4.3.0

[Venus](https://app.venus.io) is a decentralized finance (DeFi) algorithmic money market protocol on BNB Chain.

7 months ago0/week
Quality100%
Popularity100%
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crypto-portfolio-risk-analyzer

v1.0.3

A JavaScript library for analyzing and assessing the risk of cryptocurrency portfolios, including calculations for volatility, Sharpe ratio, VaR, CVaR, max drawdown, and Sortino ratio.

cryptoportfoliorisk-analyzer
1 years ago
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