dbrojas / optlibLinks
A library for financial options pricing written in Python.
☆731Updated 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☆478Updated last year
- Quantitative Finance tools☆550Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆799Updated last year
- Lightweight Python library for assembling and analysing financial data☆379Updated 4 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆436Updated 7 years ago
- SABR model Python implementation☆520Updated 3 years ago
- A framework for quantitative finance In python.☆846Updated 2 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆289Updated 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,…☆741Updated 2 weeks ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆812Updated last year
- Cython QuantLib wrappers☆1,103Updated last month
- Resources for Quantitative Finance☆752Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆424Updated 4 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆497Updated 7 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆418Updated 3 weeks ago
- Recreate EP Chan algo trading book strategies☆404Updated 6 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆352Updated last week
- Quantitative Finance book☆654Updated last month
- A nimble options backtesting library for Python☆1,120Updated 10 months ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆559Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆947Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆596Updated this week
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,695Updated 7 months ago
- Open sourced research notebooks by the QuantConnect team.☆599Updated last year
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆236Updated 7 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆545Updated 4 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆232Updated 3 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,409Updated 2 months ago
- Finviz analysis python library.☆656Updated 7 months ago