Financial security modelling with Python and QuantLib
☆34Apr 23, 2014Updated 11 years ago
Alternatives and similar repositories for QuantLib-with-Python-Blog-Examples
Users that are interested in QuantLib-with-Python-Blog-Examples are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆10Nov 4, 2018Updated 7 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- Example Python scripts for interest rate modelling and QuantLib usage☆24Nov 22, 2020Updated 5 years ago
- ☆18May 7, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Differential equation problem specifications and scientific machine learning for common financial models☆33Feb 12, 2026Updated last month
- Load, build and visualize volatility analytics from Deribit.☆29Oct 5, 2023Updated 2 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆11Mar 20, 2015Updated 11 years ago
- In-class exercises in R☆11Aug 22, 2016Updated 9 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Research on OTC options pricing models☆27Jan 24, 2018Updated 8 years ago
- R interface to the QuantLib library☆131Mar 28, 2026Updated last week
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- ☆12Sep 11, 2023Updated 2 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆16Jan 15, 2018Updated 8 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆14Apr 25, 2019Updated 6 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Feb 20, 2026Updated last month
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 6 years ago
- Reimplementing QuantLib examples by Python☆70Sep 23, 2022Updated 3 years ago
- 期货交易系统开发基于vnpy+easyquant项目☆15Aug 16, 2016Updated 9 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆240Feb 27, 2025Updated last year
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Volatility trading☆22Updated this week
- Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。☆23May 8, 2018Updated 7 years ago
- Hands-On Scala Programming [Video], published by Packt☆13Oct 31, 2022Updated 3 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Nov 26, 2018Updated 7 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Schol…☆19Jan 5, 2020Updated 6 years ago
- Backtest Investment Strategies in your Browser☆10Jan 5, 2016Updated 10 years ago
- Standardised Bloomberg Fixed Income Processing☆21Apr 1, 2020Updated 6 years ago
- ☆46Apr 4, 2015Updated 11 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- MFM workshop project☆15Jan 25, 2021Updated 5 years ago
- Practical example from Human-in-the-Loop Machine Learning book☆11Oct 28, 2021Updated 4 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- Scripts for the trading software AgenaTrader☆15Jan 8, 2022Updated 4 years ago
- TradeBuild Trading Platform version 2.7☆12Feb 24, 2026Updated last month
- Interactive Brokers Market Data Recorder☆14Mar 21, 2016Updated 10 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago