Applications of Monte Carlo methods to financial engineering projects, in Python.
☆494Nov 20, 2017Updated 8 years ago
Alternatives and similar repositories for financial-engineering
Users that are interested in financial-engineering are comparing it to the libraries listed below
Sorting:
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆340Jul 14, 2018Updated 7 years ago
- Lightweight Python library for assembling and analysing financial data☆435Feb 3, 2021Updated 5 years ago
- ☆295Feb 1, 2024Updated 2 years ago
- A Python library for mathematical finance☆576Oct 31, 2023Updated 2 years ago
- SABR model Python implementation☆586Apr 21, 2022Updated 3 years ago
- Quantitative Finance tools☆605Jul 6, 2023Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆916Jun 5, 2023Updated 2 years ago
- A framework for quantitative finance In python.☆963May 25, 2023Updated 2 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆870Jan 1, 2024Updated 2 years ago
- Cython QuantLib wrappers☆1,249Aug 20, 2025Updated 6 months ago
- A library for financial options pricing written in Python.☆1,342Nov 18, 2022Updated 3 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,802Jan 27, 2026Updated last month
- ffn - a financial function library for Python☆2,505Updated this week
- High-performance TensorFlow library for quantitative finance.☆5,244Feb 12, 2026Updated 3 weeks ago
- Python toolkit for quantitative finance☆9,936Updated this week
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆828May 13, 2025Updated 9 months ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆506Oct 21, 2017Updated 8 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Apr 22, 2022Updated 3 years ago
- Resources for Quantitative Finance☆782May 28, 2024Updated last year
- Portfolio analytics for quants, written in Python☆6,802Jan 13, 2026Updated last month
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,796Feb 20, 2026Updated 2 weeks ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,874Oct 21, 2024Updated last year
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆3,247Jun 1, 2021Updated 4 years ago
- Quantitative Finance book☆844Apr 14, 2025Updated 10 months ago
- 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data☆3,628Feb 20, 2026Updated 2 weeks ago
- Quantitative analysis, strategies and backtests☆2,822Aug 26, 2023Updated 2 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,303Jul 2, 2020Updated 5 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆457Jul 22, 2020Updated 5 years ago
- Machine Learning in Finance: From Theory to Practice Book☆2,476Jun 13, 2020Updated 5 years ago
- GPU-accelerated Factors analysis library and Backtester☆779Apr 15, 2025Updated 10 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 5 years ago
- A Python package to ease writing tables of data to Excel☆17Feb 12, 2018Updated 8 years ago
- AI enabled options research and backtesting library for Python☆1,271Updated this week
- ☆257Mar 1, 2024Updated 2 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆258Feb 21, 2018Updated 8 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆287Feb 19, 2026Updated 2 weeks ago
- Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage…☆1,252Jan 20, 2023Updated 3 years ago
- This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.☆7,139Mar 1, 2026Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,045Aug 13, 2023Updated 2 years ago