Alternatives and similar repositories for willowtree:

Users that are interested in willowtree are comparing it to the libraries listed below

• bbcho / finoptions-dev
  ☆209Updated 11 months ago
• federicomariamassari / financial-engineering
  Applications of Monte Carlo methods to financial engineering projects, in Python.
  ☆376Updated 7 years ago
• GriffinAustin / pynance
  Lightweight Python library for assembling and analysing financial data
  ☆317Updated 3 years ago
• romanmichaelpaolucci / Q-Fin
  A Python library for mathematical finance
  ☆399Updated last year
• ynouri / pysabr
  SABR model Python implementation
  ☆467Updated 2 years ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆501Updated last year
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆695Updated last year
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆198Updated 6 years ago
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆377Updated 4 years ago
• dbrojas / optlib
  A library for financial options pricing written in Python.
  ☆667Updated 2 years ago
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆721Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆226Updated this week
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆409Updated 7 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆195Updated last year
• alpha-miner / Finance-Python
  python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
  ☆748Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆240Updated this week
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆661Updated 4 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆147Updated this week
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆174Updated 11 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆15Updated 7 months ago
• hudson-and-thames / backtest_tutorial
  ☆127Updated last year
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆178Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆210Updated 10 months ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆112Updated 2 years ago
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆682Updated 7 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆107Updated 10 months ago
• rolling-panda-san / notebooks
  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
  ☆521Updated this week
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆178Updated last month
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆292Updated 3 weeks ago