Alternatives and similar repositories for optionpricing_toolkit:

Users that are interested in optionpricing_toolkit are comparing it to the libraries listed below

• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆12Updated 2 years ago
• yukigiusy / My-researches
  Hi, here is a collection of researches and codes on cool topics for me written during my free time!
  ☆19Updated last month
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated last year
• MITRIDAT3 / Multiple-Curve-Construction-Study
  ☆14Updated 5 months ago
• AIM-IT4 / stochPathSim
  ☆15Updated 3 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 2 months ago
• rodler / quantinsti_statarb
  ☆58Updated 2 years ago
• MerinoRaul / IntroFinancialDerivatives
  ☆29Updated 2 years ago
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆38Updated last year
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆18Updated 3 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆51Updated this week
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆30Updated 2 years ago
• ilchen / options-pricing
  Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…
  ☆24Updated 2 months ago
• andrequant / MPT_BlackLitterman
  Implementation of Modern Portfolio Theory and Black Litterman Model
  ☆19Updated 2 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• GiulioRossetti94 / PyBondLab
  ☆25Updated last month
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆45Updated this week
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated 7 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆86Updated last month
• arielNacamulli / NNCalibration_Surface
  Thesis support material
  ☆11Updated 4 years ago
• firmai / machine-learning-for-trading
  Code for Machine Learning for Algorithmic Trading, 2nd edition.
  ☆18Updated 2 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆71Updated 3 weeks ago
• fischlerben / Algorithmic-Trading-Project
  Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…
  ☆30Updated 4 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 3 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• caramel2001 / Financial-Derivative-Analysis-and-Simulation
  Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, est…
  ☆25Updated 7 months ago
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆24Updated 4 years ago
• AIM-IT4 / InterestRateModelsCpp
  ☆23Updated last year