jsmidt / QuantPyLinks
A framework for quantitative finance In python.
☆872Updated 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…☆817Updated 2 years ago
- Quantitative Finance tools☆556Updated 2 years ago
- A Python library for mathematical finance☆488Updated last year
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆810Updated last year
- Cython QuantLib wrappers☆1,129Updated 3 weeks ago
- Lightweight Python library for assembling and analysing financial data☆382Updated 4 years ago
- Resources for Quantitative Finance☆769Updated last year
- SABR model Python implementation☆528Updated 3 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆785Updated 3 months ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆442Updated 7 years ago
- A library for financial options pricing written in Python.☆1,025Updated 2 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆629Updated this week
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆292Updated 7 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,749Updated 10 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆719Updated last week
- Open sourced research notebooks by the QuantConnect team.☆641Updated last year
- A nimble options backtesting library for Python☆1,178Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆987Updated 2 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆434Updated 5 years ago
- Quantitative Finance book☆718Updated 4 months ago
- ☆261Updated last year
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆919Updated last year
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆501Updated 7 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,231Updated 5 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆431Updated last week
- Sources codes for: Mastering Python for Finance, Second Edition☆428Updated 2 months ago
- Top training materials in quantitative finance☆428Updated last week
- Recreate EP Chan algo trading book strategies☆411Updated 7 years ago
- Backtest and live trading in Python☆620Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆488Updated last year