Fast-Vollib: Super Fast Kernel-Fused and Optimised Black-Scholes Implied Volatility Calculator for Options
☆25Jul 27, 2026Updated last week
Alternatives and similar repositories for fast-vollib
Users that are interested in fast-vollib are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆19May 13, 2024Updated 2 years ago
- Non-Linear Covariance Shrinkage☆16Jan 1, 2022Updated 4 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 3 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- ☆13May 21, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 years ago
- Skillset Challenge for the Apprenticeship Program☆22Jan 8, 2022Updated 4 years ago
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 4 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆84Updated this week
- DCC-GARCH(1,1) for multivariate normal distribution.☆61Sep 12, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Dynamic Time Warping andTime-Weighted Dynamic Time Warping (TWDTW) for satellite image time series analysis.☆10Oct 12, 2022Updated 3 years ago
- My Personal Site☆13May 15, 2023Updated 3 years ago
- An efficient tool for large-scale correlation network analysis☆15Dec 27, 2024Updated last year
- ☆25Dec 18, 2015Updated 10 years ago
- Generalized Method of Moments estimation☆15Mar 23, 2025Updated last year
- Hexital - Incremental Technical Analysis Library☆27Jul 20, 2026Updated 2 weeks ago
- Lightweight algo trading framework☆34Mar 22, 2023Updated 3 years ago
- Experimental cryptocurrency trading bot using Machine Learning and Rust☆30Mar 29, 2023Updated 3 years ago
- Research repo for reinforcement learning–based deep hedging of SPX & SPY options☆21Dec 8, 2025Updated 7 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Deribit Trading System is a high-performance order execution and management system that operates through a command-line interface.☆21Jan 17, 2025Updated last year
- ☆20Dec 28, 2016Updated 9 years ago
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- Publicly available Bots for trading on delta☆31May 1, 2019Updated 7 years ago
- ☆13Mar 7, 2026Updated 4 months ago
- simulation of Heston model by Monte-Carlo method☆12Aug 26, 2024Updated last year
- A collection of notes about applied Net Sci with R☆12Feb 19, 2026Updated 5 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆184Jun 23, 2026Updated last month
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆15Mar 20, 2024Updated 2 years ago
- 基于币安k线量化策略设计、简单回测、手动实盘☆35Jun 15, 2024Updated 2 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- Official repository for "An Analysis of Linear Time Series Forecasting Models"☆16Jun 28, 2024Updated 2 years ago
- Code for "Approaching Deep Learning through the Spectral Dynamics of Weights"☆13Oct 30, 2024Updated last year
- Soulseed — Local-first Persona / Identity Runtime☆16Feb 27, 2026Updated 5 months ago
- ☆11Jul 10, 2023Updated 3 years ago