dbrojas / optlibLinks
A library for financial options pricing written in Python.
☆846Updated 2 years ago
Alternatives and similar repositories for optlib
Users that are interested in optlib are comparing it to the libraries listed below
Sorting:
- A Python library for mathematical finance☆482Updated last year
- Quantitative Finance tools☆551Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆804Updated 2 years ago
- Lightweight Python library for assembling and analysing financial data☆379Updated 4 years ago
- SABR model Python implementation☆519Updated 3 years ago
- A framework for quantitative finance In python.☆856Updated 2 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆438Updated 7 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆290Updated 6 years ago
- ☆258Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆755Updated last month
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆812Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆430Updated 4 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆499Updated 7 years ago
- Cython QuantLib wrappers☆1,109Updated last month
- Resources for Quantitative Finance☆758Updated last year
- Recreate EP Chan algo trading book strategies☆405Updated 6 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆368Updated this week
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆603Updated this week
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆562Updated last year
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆243Updated 7 years ago
- Quantitative Finance book☆668Updated 2 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆419Updated last month
- Top training materials in quantitative finance☆420Updated 9 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,708Updated 8 months ago
- Finviz analysis python library.☆697Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆437Updated last year
- A nimble options backtesting library for Python☆1,130Updated 11 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆957Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆451Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆554Updated 4 months ago