jsmidt / QuantPyLinks
A framework for quantitative finance In python.
☆862Updated 2 years ago
Alternatives and similar repositories for QuantPy
Users that are interested in QuantPy are comparing it to the libraries listed below
Sorting:
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆807Updated 2 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆813Updated last year
- Quantitative Finance tools☆552Updated 2 years ago
- Cython QuantLib wrappers☆1,118Updated 3 months ago
- A Python library for mathematical finance☆483Updated last year
- Resources for Quantitative Finance☆758Updated last year
- Lightweight Python library for assembling and analysing financial data☆382Updated 4 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆440Updated 7 years ago
- SABR model Python implementation☆522Updated 3 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆765Updated 2 months ago
- A library for financial options pricing written in Python.☆944Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆974Updated last year
- Open sourced research notebooks by the QuantConnect team.☆632Updated last year
- Quantitative Finance book☆686Updated 3 months ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆904Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,725Updated 9 months ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,212Updated 5 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆290Updated 7 years ago
- A nimble options backtesting library for Python☆1,144Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆616Updated this week
- Top training materials in quantitative finance☆420Updated 10 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆423Updated 2 weeks ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆432Updated 5 years ago
- ☆259Updated last year
- Backtest and live trading in Python☆610Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆389Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆614Updated this week
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆500Updated 7 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆612Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆453Updated last year