dbrojas / optlibLinks
A library for financial options pricing written in Python.
☆1,091Updated 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☆498Updated 2 years ago
- Quantitative Finance tools☆560Updated 2 years ago
- A framework for quantitative finance In python.☆878Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆830Updated 2 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆794Updated 5 months ago
- SABR model Python implementation☆528Updated 3 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆443Updated 7 years ago
- Lightweight Python library for assembling and analysing financial data☆386Updated 4 years ago
- Resources for Quantitative Finance☆771Updated last year
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆296Updated 7 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆502Updated 8 years ago
- Recreate EP Chan algo trading book strategies☆413Updated 7 years ago
- ☆263Updated last year
- Python for Algorithmic Trading Cookbook, published by Packt☆984Updated 2 months ago
- Finviz analysis python library.☆924Updated last month
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆442Updated 5 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆810Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆460Updated this week
- Quantitative Finance book☆756Updated 6 months ago
- Cython QuantLib wrappers☆1,132Updated 2 months ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆248Updated 7 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆490Updated last year
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆605Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆738Updated last week
- Open sourced research notebooks by the QuantConnect team.☆673Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,007Updated 2 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆433Updated last month
- Top training materials in quantitative finance☆499Updated 2 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆515Updated last year
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,257Updated 5 years ago