A library for financial options pricing written in Python.
☆1,372Nov 18, 2022Updated 3 years ago
Alternatives and similar repositories for optlib
Users that are interested in optlib are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆359Jul 14, 2018Updated 7 years ago
- ☆295Feb 1, 2024Updated 2 years ago
- Lightweight Python library for assembling and analysing financial data☆450Feb 3, 2021Updated 5 years ago
- A Python library for mathematical finance☆612Oct 31, 2023Updated 2 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆515Nov 20, 2017Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Quantitative Finance tools☆628Jul 6, 2023Updated 2 years ago
- SABR model Python implementation☆603Apr 21, 2022Updated 4 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆963Jun 5, 2023Updated 2 years ago
- A framework for quantitative finance In python.☆999May 25, 2023Updated 2 years ago
- Cython QuantLib wrappers☆1,295Aug 20, 2025Updated 8 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆886Jan 1, 2024Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,925Apr 25, 2026Updated 3 weeks ago
- ffn - a financial function library for Python☆2,555Mar 21, 2026Updated last month
- High-performance TensorFlow library for quantitative finance.☆5,356Feb 12, 2026Updated 3 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Python toolkit for quantitative finance☆10,213Updated this week
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆840May 13, 2025Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,903Oct 21, 2024Updated last year
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆530Oct 21, 2017Updated 8 years ago
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆3,366Jun 1, 2021Updated 4 years ago
- A nimble options research and backtesting library for Python☆1,343May 11, 2026Updated last week
- A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing☆1,747Sep 20, 2025Updated 7 months ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆4,183May 8, 2026Updated last week
- Machine Learning in Finance: From Theory to Practice Book☆2,576Jun 13, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data☆3,847Mar 26, 2026Updated last month
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Sep 13, 2022Updated 3 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆479Jul 22, 2020Updated 5 years ago
- Python for Algorithmic Trading Cookbook, published by Packt☆1,125Mar 2, 2026Updated 2 months ago
- Python training for business analysts and traders☆13,209Jul 17, 2024Updated last year
- This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.☆7,586May 11, 2026Updated last week
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆9,837Apr 14, 2024Updated 2 years ago
- Portfolio analytics for quants, written in Python☆7,129Jan 13, 2026Updated 4 months ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆365May 10, 2026Updated last week
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆271Feb 21, 2018Updated 8 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆26,214Updated this week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆200Feb 16, 2024Updated 2 years ago
- Quantitative analysis, strategies and backtests☆2,919Aug 26, 2023Updated 2 years ago
- Real time stock and option data.☆1,650Jul 6, 2024Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆317Feb 24, 2025Updated last year
- General Purpose Stock Extractors from Online Resources☆51Dec 26, 2022Updated 3 years ago