enthought / pyql
Cython QuantLib wrappers
☆1,016Updated 5 months ago
Alternatives and similar repositories for pyql:
Users that are interested in pyql are comparing it to the libraries listed below
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆695Updated last year
- A framework for quantitative finance In python.☆721Updated last year
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆748Updated last year
- ffn - a financial function library for Python☆2,084Updated last month
- A nimble options backtesting library for Python☆1,022Updated 6 months ago
- Quantitative Finance tools☆501Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,630Updated 2 months ago
- SABR model Python implementation☆467Updated 2 years ago
- Resources for Quantitative Finance☆682Updated 7 months ago
- A library for financial options pricing written in Python.☆667Updated 2 years ago
- Open sourced research notebooks by the QuantConnect team.☆539Updated 8 months ago
- A Python library for mathematical finance☆399Updated last year
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,735Updated this week
- Lightweight Python library for assembling and analysing financial data☆317Updated 3 years ago
- Basic options pricing in Python☆310Updated 10 years ago
- DX Analytics | Financial and Derivatives Analytics with Python☆724Updated 4 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,324Updated 5 months ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆807Updated 3 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆905Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆661Updated 4 years ago
- Calendars for various securities exchanges.☆629Updated last year
- GPU-accelerated Factors analysis library and Backtester☆666Updated last year
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆553Updated 9 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆377Updated 4 years ago
- Portfolio and risk analytics in Python☆412Updated 3 months ago
- Quantitative Finance and Algorithmic Trading☆329Updated 9 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆564Updated this week
- Quant DSL☆346Updated 6 years ago
- A Python Pandas implementation of technical analysis indicators☆751Updated 6 years ago
- Quantitative finance research tools in Python☆415Updated last year