jamesmawm / Options-ModellingLinks
Root-finding algos, Black-Scholes and trees with Python
☆44Updated 11 years ago
Alternatives and similar repositories for Options-Modelling
Users that are interested in Options-Modelling are comparing it to the libraries listed below
Sorting:
- portfolio construction and quantitative analysis☆140Updated 10 years ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 7 years ago
- ☆44Updated last year
- ☆106Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- ☆45Updated 5 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆37Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Code for getting implied volatility in Python☆26Updated 8 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- ☆35Updated 7 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Algo execution engine☆93Updated 9 years ago
- finance☆43Updated 8 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- IbPy-like interface for the Interactive Brokers Python API☆60Updated last year
- ☆36Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated last year
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 6 years ago