JamesLTaylor / QuantSA
An open source quant finance library for South Africa
☆19Updated 2 years ago
Alternatives and similar repositories for QuantSA:
Users that are interested in QuantSA are comparing it to the libraries listed below
- Quant Research☆72Updated last month
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆40Updated 3 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆27Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆97Updated 2 years ago
- ScriptUni Python in Finance Certificate Final Project☆38Updated 2 years ago
- ☆13Updated last year
- Analysis of financial instruments☆71Updated this week
- Documentation for QuantLib-Python☆103Updated 8 months ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆75Updated 2 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆206Updated this week
- Python Code for Quantitative Finance Papers☆39Updated 6 months ago
- ☆14Updated 6 months ago
- ☆22Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆76Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆90Updated last week
- ☆29Updated 2 years ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆117Updated last month
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆39Updated 7 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆120Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆157Updated 5 months ago
- Quantitative finance research notebooks☆19Updated 5 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆43Updated 3 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆19Updated 6 years ago
- ☆20Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆28Updated last year
- Macrosynergy Quant Research☆126Updated this week
- Python library for asset pricing☆115Updated last year
- 📈A dash app showing Interactive Visualisation of the Yield Curve UK and US☆31Updated 11 months ago