federicomariamassari / willowtreeLinks
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
☆332Updated 7 years ago
Alternatives and similar repositories for willowtree
Users that are interested in willowtree are comparing it to the libraries listed below
Sorting:
- ☆287Updated last year
- Lightweight Python library for assembling and analysing financial data☆422Updated 4 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆480Updated 8 years ago
- SABR model Python implementation☆570Updated 3 years ago
- A Python library for mathematical finance☆538Updated 2 years ago
- Quantitative Finance tools☆597Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆887Updated 2 years ago
- A framework for quantitative finance In python.☆935Updated 2 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆449Updated 5 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆252Updated 7 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆802Updated 7 months ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆503Updated 8 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆855Updated 2 years ago
- A library for financial options pricing written in Python.☆1,317Updated 3 years ago
- Resources for Quantitative Finance☆775Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆244Updated 11 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆436Updated 3 weeks ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆473Updated last week
- Recreate EP Chan algo trading book strategies☆416Updated 7 years ago
- Cython QuantLib wrappers☆1,208Updated 4 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆192Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆275Updated this week
- HFT signals on GDAX☆113Updated 8 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆386Updated 5 years ago
- Top training materials in quantitative finance☆582Updated 4 months ago
- Collection of resources used on QuantPy YouTube channel.☆268Updated 3 weeks ago
- Signal processing examples in python☆159Updated 5 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆601Updated last month
- Macrosynergy Quant Research☆164Updated last week
- Quantitative Finance book☆806Updated 8 months ago