federicomariamassari / willowtreeView external linksLinks
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
☆339Jul 14, 2018Updated 7 years ago
Alternatives and similar repositories for willowtree
Users that are interested in willowtree are comparing it to the libraries listed below
Sorting:
- ☆294Feb 1, 2024Updated 2 years ago
- Lightweight Python library for assembling and analysing financial data☆434Feb 3, 2021Updated 5 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆495Nov 20, 2017Updated 8 years ago
- A Python library for mathematical finance☆573Oct 31, 2023Updated 2 years ago
- SABR model Python implementation☆586Apr 21, 2022Updated 3 years ago
- Quantitative Finance tools☆602Jul 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…☆915Jun 5, 2023Updated 2 years ago
- A library for financial options pricing written in Python.☆1,340Nov 18, 2022Updated 3 years ago
- A framework for quantitative finance In python.☆962May 25, 2023Updated 2 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆868Jan 1, 2024Updated 2 years ago
- Cython QuantLib wrappers☆1,242Aug 20, 2025Updated 5 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,771Jan 27, 2026Updated 2 weeks ago
- ffn - a financial function library for Python☆2,497Dec 15, 2025Updated last month
- High-performance TensorFlow library for quantitative finance.☆5,220Updated this week
- Python toolkit for quantitative finance☆9,889Feb 5, 2026Updated last week
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆808May 13, 2025Updated 9 months ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆505Oct 21, 2017Updated 8 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,870Oct 21, 2024Updated last year
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆14Dec 2, 2023Updated 2 years ago
- Basic set of key information to kick off the trading session.☆16Jun 4, 2023Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆173Nov 18, 2018Updated 7 years ago
- Resources for Quantitative Finance☆777May 28, 2024Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆246Feb 5, 2025Updated last year
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- Risk tools for commodities trading and finance☆37Feb 8, 2026Updated last week
- General Purpose Stock Extractors from Online Resources☆51Dec 26, 2022Updated 3 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆454Jul 22, 2020Updated 5 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆253Feb 21, 2018Updated 7 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,288Jul 2, 2020Updated 5 years ago
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆3,193Jun 1, 2021Updated 4 years ago
- Portfolio analytics for quants, written in Python☆6,691Jan 13, 2026Updated last month
- Machine Learning in Finance: From Theory to Practice Book☆2,473Jun 13, 2020Updated 5 years ago
- Code notebooks from the PyQuant Newsletter☆55Feb 2, 2026Updated last week
- A nimble options backtesting library for Python☆1,248Updated this week
- ☆152Jan 9, 2024Updated 2 years ago
- Price options analytically given stock price characteristic function☆16Nov 4, 2015Updated 10 years ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,772Jan 2, 2026Updated last month
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago