jsmidt / QuantPy
A framework for quantitative finance In python.
☆781Updated last year
Alternatives and similar repositories for QuantPy:
Users that are interested in QuantPy are comparing it to the libraries listed below
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆746Updated last year
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆778Updated last year
- Cython QuantLib wrappers☆1,058Updated 2 weeks ago
- Quantitative Finance tools☆515Updated last year
- Lightweight Python library for assembling and analysing financial data☆345Updated 4 years ago
- Resources for Quantitative Finance☆732Updated 9 months ago
- A Python library for mathematical finance☆429Updated last year
- SABR model Python implementation☆491Updated 2 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆402Updated 7 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆925Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆728Updated 4 years ago
- A library for financial options pricing written in Python.☆701Updated 2 years ago
- A nimble options backtesting library for Python☆1,053Updated 8 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,660Updated 5 months ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆872Updated 11 months ago
- Open sourced research notebooks by the QuantConnect team.☆577Updated 10 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆417Updated 4 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆416Updated 3 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆574Updated this week
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,135Updated 4 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆557Updated last week
- Quantitative Finance book☆585Updated 11 months ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆265Updated 6 years ago
- Backtest and live trading in Python☆574Updated 9 months ago
- ☆221Updated last year
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆480Updated 7 years ago
- Calendars for various securities exchanges.☆635Updated last year
- ffn - a financial function library for Python☆2,182Updated last month
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆369Updated 11 months ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆574Updated 11 months ago