bbcho / finoptions-dev
☆207Updated 9 months ago
Related projects ⓘ
Alternatives and complementary repositories for finoptions-dev
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆240Updated 6 years ago
- Lightweight Python library for assembling and analysing financial data☆317Updated 3 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆372Updated 6 years ago
- SABR model Python implementation☆461Updated 2 years ago
- A Python library for mathematical finance☆396Updated last year
- Quantitative Finance tools☆496Updated last year
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆195Updated 6 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆675Updated last year
- A framework for quantitative finance In python.☆679Updated last year
- A library for financial options pricing written in Python.☆656Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆369Updated 4 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆175Updated this week
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆409Updated 7 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆215Updated this week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆119Updated 8 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆178Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆649Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆140Updated 3 weeks ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for f…☆152Updated last week
- Quantitative Finance book☆493Updated 6 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆746Updated 10 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆287Updated 2 months ago
- ☆125Updated 10 months ago
- Quantamental finance research with python☆137Updated 2 years ago
- Python library for asset pricing☆103Updated 7 months ago
- Algo Trading Research & Documentation☆13Updated 5 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆481Updated this week
- Resources for Quantitative Finance☆678Updated 5 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆320Updated 6 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆150Updated this week