Showing 1-20 of 159 packages
Determine implied volatility of options based on their prices
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
Ethereum on-chain volatility data
Documentation for Volatility WebSockets API
HTTP MCP Server for GetOutpost Financial APIs - provides stock data, options chains, and volatility surface analysis
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
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
MCP server for real-time stock and cryptocurrency analysis using Yahoo Finance
Import pre-built [Gvol](https://gvol.io/) charts in your UI 🧙🏼
Node-RED node for time-series forecasting and anomaly detection using Exponential Smoothing
Option pricing using the Black-Scholes formula.
Calculations of option greeks - delta, gamma, theta, vega, rho
Complete technical indicators node with 208+ indicators, REST and WebSocket support
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
Barebones Glicko-2 implementation
glicko2 ranking system
[Venus](https://app.venus.io) is a decentralized finance (DeFi) algorithmic money market protocol on BNB Chain.
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.