bbcho / finoptions-devLinks
☆294Updated 2 years ago
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.☆338Updated 7 years ago
- Lightweight Python library for assembling and analysing financial data☆433Updated 5 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆494Updated 8 years ago
- SABR model Python implementation☆584Updated 3 years ago
- A Python library for mathematical finance☆566Updated 2 years ago
- Quantitative Finance tools☆601Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆911Updated 2 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆252Updated 7 years ago
- A framework for quantitative finance In python.☆958Updated 2 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆452Updated 5 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆504Updated 8 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆808Updated 8 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆867Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆245Updated last year
- A library for financial options pricing written in Python.☆1,338Updated 3 years ago
- Resources for Quantitative Finance☆777Updated last year
- Recreate EP Chan algo trading book strategies☆417Updated 7 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆493Updated this week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆196Updated last year
- Algo Trading Research & Documentation☆30Updated 6 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆285Updated last week
- Portfolio Construction and Risk Management book's Python code.☆173Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆203Updated last week
- Cython QuantLib wrappers☆1,238Updated 5 months ago
- ☆152Updated 2 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆439Updated this week
- HFT signals on GDAX☆115Updated 8 years ago
- Macrosynergy Quant Research☆166Updated last week
- General Purpose Stock Extractors from Online Resources☆51Updated 3 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆387Updated 5 years ago