☆294Feb 1, 2024Updated 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.☆340Jul 14, 2018Updated 7 years ago
- A Python library for mathematical finance☆575Oct 31, 2023Updated 2 years ago
- Lightweight Python library for assembling and analysing financial data☆435Feb 3, 2021Updated 5 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆494Nov 20, 2017Updated 8 years ago
- Quantitative Finance tools☆605Jul 6, 2023Updated 2 years ago
- SABR model Python implementation☆586Apr 21, 2022Updated 3 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆916Jun 5, 2023Updated 2 years ago
- A library for financial options pricing written in Python.☆1,338Nov 18, 2022Updated 3 years ago
- A framework for quantitative finance In python.☆963May 25, 2023Updated 2 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆870Jan 1, 2024Updated 2 years ago
- Cython QuantLib wrappers☆1,247Aug 20, 2025Updated 6 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,790Jan 27, 2026Updated last month
- ffn - a financial function library for Python☆2,499Updated this week
- High-performance TensorFlow library for quantitative finance.☆5,239Feb 12, 2026Updated 2 weeks ago
- Risk tools for commodities trading and finance☆37Feb 11, 2026Updated 2 weeks ago
- Python toolkit for quantitative finance☆9,919Feb 20, 2026Updated last week
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆814May 13, 2025Updated 9 months ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆504Oct 21, 2017Updated 8 years ago
- General Purpose Stock Extractors from Online Resources☆51Dec 26, 2022Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,873Oct 21, 2024Updated last year
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- ☆17Feb 19, 2023Updated 3 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆12Dec 24, 2022Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,784Feb 20, 2026Updated last week
- Python Interface to econdb.com API☆56Jun 21, 2022Updated 3 years ago
- Portfolio analytics for quants, written in Python☆6,783Jan 13, 2026Updated last month
- python module for currencies☆95Feb 9, 2026Updated 2 weeks ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated last year
- Price options analytically given stock price characteristic function☆16Nov 4, 2015Updated 10 years ago
- Quant finance scripts☆15Apr 13, 2025Updated 10 months ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆15Jul 3, 2021Updated 4 years ago
- Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ☆123Nov 10, 2019Updated 6 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Nov 10, 2024Updated last year
- 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data☆3,614Feb 20, 2026Updated last week
- Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage…☆1,251Jan 20, 2023Updated 3 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆248Feb 5, 2025Updated last year
- Resources for Quantitative Finance☆777May 28, 2024Updated last year
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago