lballabio / QuantLib-SWIGLinks
QuantLib wrappers to other languages
☆380Updated last week
Alternatives and similar repositories for QuantLib-SWIG
Users that are interested in QuantLib-SWIG are comparing it to the libraries listed below
Sorting:
- Basic options pricing in Python☆316Updated 11 years ago
- Quant DSL☆376Updated 7 years ago
- ☆382Updated 3 weeks ago
- Cython QuantLib wrappers☆1,238Updated 5 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆385Updated 7 years ago
- Calendars for various securities exchanges.☆652Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆399Updated 10 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆539Updated last month
- Documentation for QuantLib-Python☆116Updated last month
- Python package designed for general financial and security returns analysis.☆334Updated 2 years ago
- Portfolio and risk analytics in Python☆579Updated last month
- Bloomberg Python API☆395Updated 3 weeks ago
- Quantitative finance research tools in Python☆450Updated 3 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆674Updated 6 months ago
- Open Source Risk Engine☆666Updated this week
- An intuitive Bloomberg API☆298Updated last week
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated 2 years ago
- Fast and scalable construction of risk parity portfolios☆317Updated 2 months ago
- Calendars for various securities exchanges.☆586Updated this week
- ☆56Updated last year
- Toolkit for integration and analysis☆429Updated 2 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆239Updated 11 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆316Updated 11 months ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆635Updated last week
- QSTrader☆134Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆173Updated 7 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆454Updated 5 years ago
- pandas wrapper for Bloomberg Open API☆252Updated last year
- Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration☆328Updated 2 years ago