☆11Mar 20, 2015Updated 11 years ago
Alternatives and similar repositories for optionslib
Users that are interested in optionslib are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python implementation of a sample covariance matrix shrinkage experiment☆32Dec 2, 2013Updated 12 years ago
- Comprehensive Python Cheatsheet☆11Oct 12, 2022Updated 3 years ago
- tech note☆16Mar 2, 2023Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- ☆21Jun 22, 2020Updated 6 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- awesome reinforcement learning for trading domain☆14Nov 5, 2020Updated 5 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- Algorithms Generation from Quantitative Finance Articles to QuantConnect☆15Oct 4, 2024Updated last year
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Jun 13, 2019Updated 7 years ago
- ☆15Mar 26, 2018Updated 8 years ago
- mechanics, statistical mechanics, fluid dynamics, thermodynamics, quantum mechanics, electromagnetism☆32Feb 24, 2020Updated 6 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Open-source VS Code AI agent that combines the best of Roo Code, Cline and kilo code, with advanced AI capabilities, multi-model support,…☆160Dec 1, 2025Updated 6 months 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
- Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rate…☆22Sep 3, 2024Updated last year
- Volatility surface visualizer for cryptocurrency options.☆63Dec 8, 2022Updated 3 years ago
- Redis monitor using Arduino and OLED displays.☆17Jan 14, 2015Updated 11 years ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 6 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- materialized view to calculate back-references for unordered log messages☆10Jun 18, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Stanford Tregex-inspired language for rule-based dependency tree manipulation.☆20Mar 23, 2017Updated 9 years ago
- ☆21May 30, 2021Updated 5 years ago
- Differential equation problem specifications and scientific machine learning for common financial models☆34Jun 15, 2026Updated 2 weeks ago
- A financial blotter for trading FX and Futures☆24Aug 30, 2017Updated 8 years ago
- R code for Kaggle's Loan Default Prediction - Imperial College London challenge☆22Mar 15, 2014Updated 12 years ago
- Stock Portfolio Analysis using Python/Pandas☆30Jan 14, 2021Updated 5 years ago
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆45Mar 4, 2025Updated last year
- The world needs an open source API service registry & API explorer.☆73Feb 27, 2013Updated 13 years ago
- ☆28Mar 6, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- FFT-based Option Pricing Methods in Python☆59Aug 29, 2018Updated 7 years ago
- Lapse (9.00-12.02) + Poops (9.00-12.52) exploit☆30Nov 25, 2025Updated 7 months ago
- Python based command line tool to calculate XIRR from Zerodha funds statement☆12Aug 17, 2022Updated 3 years ago
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆10Jun 11, 2018Updated 8 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- Application for Math formula detection in image/pdf and then recognition☆12Jan 14, 2025Updated last year
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆19Apr 30, 2021Updated 5 years ago