High-performance option pricing and volatility modeling library.
☆79Aug 18, 2025Updated 6 months ago
Alternatives and similar repositories for fastvol
Users that are interested in fastvol are comparing it to the libraries listed below
Sorting:
- Standard Financial Enumerations☆11Nov 25, 2025Updated 3 months ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equi…☆34Aug 30, 2025Updated 6 months ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Aug 15, 2025Updated 6 months ago
- QuantMinds Rough Volatility Workshop lectures☆47Nov 16, 2025Updated 3 months ago
- Expose your python code in Excel☆27May 6, 2023Updated 2 years ago
- Research on options using machine learning algorithms trained on historical data.☆18Aug 21, 2025Updated 6 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆212Feb 6, 2026Updated last month
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 2 years ago
- A Visual Programming Language for Cryptocurrency Trading Strategies on Bybit☆26Jul 7, 2025Updated 8 months ago
- code for "Neural Jump Ordinary Differential Equations"☆32Feb 16, 2023Updated 3 years ago
- ☆34Jul 12, 2023Updated 2 years ago
- Another trading algo!☆34May 22, 2025Updated 9 months ago
- home page of sorts☆39Feb 10, 2026Updated 3 weeks ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Nov 8, 2022Updated 3 years ago
- A limit order book matching engine written in Julia☆34Dec 2, 2021Updated 4 years ago
- Pythonic access to the exchange rate API hosted by Magyar Nemzeti Bank (MNB, Central Bank of Hungary)☆12Jan 28, 2023Updated 3 years ago
- Python implementation for regime-dependent portfolio optimization☆15Oct 14, 2023Updated 2 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆33Apr 22, 2021Updated 4 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆62Oct 23, 2023Updated 2 years ago
- Downloads all of your flickr albums (original photo/video files). Requires Python 2.7 with the flickrapi module.☆10Sep 25, 2015Updated 10 years ago
- Deep dive into stock portfolio☆14Mar 20, 2023Updated 2 years ago
- This repo simulates Poker rounds to identify winning percentages and probabilities☆12May 1, 2023Updated 2 years ago
- This repository consists of two-step training DeepONet code.☆14May 22, 2024Updated last year
- ☆12Jul 8, 2024Updated last year
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- This project compares the performance of Swin-Transformer v2 implemented in JAX and PyTorch.☆12Jun 8, 2022Updated 3 years ago
- ☆13Mar 17, 2021Updated 4 years ago
- ☆19Updated this week
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated last month
- A small framework to benchmark forecasting models via backtesting☆13Nov 25, 2023Updated 2 years ago
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆14Mar 19, 2023Updated 2 years ago
- Research sources on graph-based anomaly detection☆13Nov 29, 2022Updated 3 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆48Jun 18, 2025Updated 8 months ago
- Run hierarchical risk parity algorithms☆53Updated this week