bbcho / finoptions-devLinks
☆260Updated last year
Alternatives and similar repositories for finoptions-dev
Users that are interested in finoptions-dev are comparing it to the libraries listed below
Sorting:
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆292Updated 7 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆442Updated 7 years ago
- Lightweight Python library for assembling and analysing financial data☆383Updated 4 years ago
- SABR model Python implementation☆527Updated 3 years ago
- A Python library for mathematical finance☆486Updated last year
- Quantitative Finance tools☆555Updated 2 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆244Updated 7 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆816Updated 2 years ago
- A library for financial options pricing written in Python.☆948Updated 2 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆434Updated 5 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆500Updated 7 years ago
- A framework for quantitative finance In python.☆870Updated 2 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆780Updated 3 months ago
- Recreate EP Chan algo trading book strategies☆409Updated 7 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆420Updated last week
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆809Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆187Updated last year
- Resources for Quantitative Finance☆760Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆237Updated 6 months ago
- Algo Trading Research & Documentation☆21Updated 3 weeks ago
- HFT signals on GDAX☆106Updated 7 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated last month
- Sources codes for: Mastering Python for Finance, Second Edition☆426Updated last month
- Goldman Sachs - Quantitative Strategies Research Notes☆363Updated 5 years ago
- Top training materials in quantitative finance☆425Updated 11 months ago
- ☆143Updated last year
- Collection of resources used on QuantPy YouTube channel.☆238Updated last year
- ☆230Updated last year
- Signal processing examples in python☆151Updated 5 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆476Updated last year