bbcho / finoptions-devLinks
☆258Updated 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.☆289Updated 6 years ago
- Lightweight Python library for assembling and analysing financial data☆379Updated 4 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆436Updated 7 years ago
- SABR model Python implementation☆520Updated 3 years ago
- A Python library for mathematical finance☆478Updated last year
- Quantitative Finance tools☆550Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆799Updated last year
- A library for financial options pricing written in Python.☆731Updated 2 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆236Updated 7 years ago
- A framework for quantitative finance In python.☆846Updated 2 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆424Updated 4 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆184Updated last year
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆497Updated 7 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆232Updated 3 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆352Updated last week
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆812Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆741Updated 2 weeks ago
- Sources codes for: Mastering Python for Finance, Second Edition☆418Updated 3 weeks ago
- ☆221Updated last year
- Macrosynergy Quant Research☆134Updated last week
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆228Updated this week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated last month
- Collection of resources used on QuantPy YouTube channel.☆218Updated last year
- Resources for Quantitative Finance☆752Updated last year
- Recreate EP Chan algo trading book strategies☆404Updated 6 years ago
- Python library for asset pricing☆115Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆304Updated 3 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆159Updated last month
- ☆138Updated last year