Quantitative finance and derivative pricing
☆48Jun 12, 2026Updated 2 weeks ago
Alternatives and similar repositories for quantflow
Users that are interested in quantflow are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- [deprecated] U.S. public financial analysis tools using pandas.☆15Jan 8, 2022Updated 4 years ago
- Long-Term Investment in the Beverage Industry☆16Mar 27, 2024Updated 2 years ago
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆13Dec 7, 2023Updated 2 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- julia interface for accessing Qt via PyCall and PySide☆18Aug 15, 2015Updated 10 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Jul 7, 2022Updated 3 years ago
- Package to build risk model for factor pricing model☆30Jul 26, 2024Updated last year
- Baruch MFE program quant lab☆31May 29, 2018Updated 8 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆78Jun 14, 2026Updated 2 weeks ago
- ☆10Jan 31, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆22Dec 4, 2025Updated 6 months ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆36Dec 14, 2025Updated 6 months ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 4 years ago
- I don't want to pay for a Bloomberg Terminal.☆16Jul 22, 2021Updated 4 years ago
- ☆36Updated this week
- ☆20Jul 15, 2025Updated 11 months ago
- Python Library for Random Walks☆24May 2, 2024Updated 2 years ago
- Python for Quant Finance -- The New Benchmark☆28Dec 6, 2022Updated 3 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆10Sep 16, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Nov 9, 2023Updated 2 years ago
- Automated market maker algorithms, deployment fixtures and controls for Lyra V2 markets☆25Apr 14, 2026Updated 2 months ago
- Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting☆23Mar 27, 2026Updated 3 months ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 2 years ago
- ☆15Feb 22, 2016Updated 10 years ago
- ☆16Apr 15, 2023Updated 3 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Jul 19, 2018Updated 7 years ago
- Use the EVM cache state to shim transient storage☆20Feb 9, 2023Updated 3 years ago
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Solidity snippets for integrating and using Uniswap v4, a fork of solidity-by-example☆14May 31, 2024Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆223Apr 7, 2026Updated 2 months ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆21Feb 25, 2024Updated 2 years ago
- Primitive Standards (PSO) for solidity. Forked from solcurity: opinionated security and code quality standard for Solidity smart contract…☆15Feb 8, 2023Updated 3 years ago
- Data structures/API for a Bitcoin exchange☆20Aug 31, 2017Updated 8 years ago
- lightweight backtester☆32May 25, 2025Updated last year