marcdemers / py_vollib_vectorizedLinks
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
☆144Updated last year
Alternatives and similar repositories for py_vollib_vectorized
Users that are interested in py_vollib_vectorized are comparing it to the libraries listed below
Sorting:
- Option visualization python package☆157Updated last year
- ☆369Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Get meaningful OHLCV datasets☆92Updated 2 weeks ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated 3 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆144Updated 4 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- ☆66Updated last month
- trend / momentum and other patterns in financial timeseries☆274Updated 4 years ago
- A python library for computing technical analysis indicators on streaming data.☆137Updated 7 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Notebooks based on financial machine learning.☆55Updated 5 years ago
- Macrosynergy Quant Research☆163Updated last week
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Vectorized backtester and trading engine for QuantRocket☆247Updated last month
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Option and stock backtester / live trader☆277Updated last year
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆178Updated last year
- A backtester and spreadsheet library for stocks and ETFs☆291Updated 7 months ago
- Interactive Brokers Fundamental data for humans☆96Updated 5 months ago
- The official Python client library for Databento☆234Updated this week
- Python Options Pricing Library☆287Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆197Updated 3 months ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago