dbrojas / optlib
A library for financial options pricing written in Python.
☆705Updated 2 years ago
Alternatives and similar repositories for optlib:
Users that are interested in optlib are comparing it to the libraries listed below
- A Python library for mathematical finance☆431Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆756Updated last year
- Quantitative Finance tools☆518Updated last year
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆405Updated 7 years ago
- SABR model Python implementation☆493Updated 2 years ago
- Lightweight Python library for assembling and analysing financial data☆350Updated 4 years ago
- A framework for quantitative finance In python.☆792Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆733Updated 4 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆266Updated 6 years ago
- ☆223Updated last year
- Resources for Quantitative Finance☆739Updated 10 months ago
- Cython QuantLib wrappers☆1,064Updated last month
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆781Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆420Updated 4 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆482Updated 7 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆931Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆417Updated 11 months ago
- Quantitative Finance book☆605Updated 11 months ago
- Open sourced research notebooks by the QuantConnect team.☆583Updated 10 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆305Updated this week
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆568Updated this week
- Recreate EP Chan algo trading book strategies☆374Updated 6 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆233Updated 7 years ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆543Updated 10 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆416Updated 4 months ago
- A nimble options backtesting library for Python☆1,070Updated 9 months ago
- Top training materials in quantitative finance☆408Updated 6 months ago
- Goldman Sachs - Quantitative Strategies Research Notes☆340Updated 4 years ago
- GPU-accelerated Factors analysis library and Backtester☆681Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,671Updated 5 months ago