High-performance option pricing and volatility modeling library.
☆82Aug 18, 2025Updated 8 months ago
Alternatives and similar repositories for fastvol
Users that are interested in fastvol are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- QuantMinds Rough Volatility Workshop lectures☆47Nov 16, 2025Updated 5 months ago
- Standard Financial Enumerations☆11Mar 30, 2026Updated 2 weeks ago
- Python stream processing for analytics☆41Updated this week
- High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equi…☆42Aug 30, 2025Updated 7 months ago
- home page of sorts☆40Apr 8, 2026Updated last week
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 4 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆140Mar 16, 2026Updated last month
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago
- A Battery Intraday Trading Engine, based on dynamic programming approximations, written in C++, wrapped for Python☆40Feb 5, 2026Updated 2 months ago
- Convert from protobuf to arrow and back☆39Mar 30, 2026Updated 2 weeks ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆218Apr 7, 2026Updated last week
- the infinite ramble in rust, powered by tensorflow. (mfcc cosine similarity matching)☆14Apr 30, 2018Updated 7 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆29Aug 15, 2025Updated 8 months ago
- AI Agents on 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.
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- 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
- Advanced Risk and Portfolio Management Resources☆36Aug 20, 2019Updated 6 years ago
- Publicly available Python and Gretl code from posts at my blog Prognostikon☆11Mar 1, 2026Updated last month
- Run hierarchical risk parity algorithms☆55Updated this week
- My idiosyncratic notes on computational economics.☆73Jan 7, 2026Updated 3 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
- ☆26Mar 23, 2025Updated last year
- "Deep Learning in Finance" course for Baruch MFE program - Fall 2025☆48Dec 15, 2025Updated 4 months ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆15Mar 16, 2024Updated 2 years ago
- The Smooth Forward Price Curve builder you never thought you needed☆27Mar 25, 2019Updated 7 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 3 years ago
- Research on options using machine learning algorithms trained on historical data.☆19Mar 26, 2026Updated 3 weeks ago
- PyTorch-based framework for Deep Hedging☆340Aug 30, 2024Updated last year
- Raw waveform adaptation with SincNet☆12Mar 19, 2024Updated 2 years ago
- Simple Equal Risk Contribution Module☆15Mar 1, 2022Updated 4 years ago
- Blue/Green deployment with AWS Developer tools on Amazon EC2 using Amazon EFS to host application source code☆11Jul 27, 2021Updated 4 years ago
- ☆26Sep 28, 2025Updated 6 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆207Nov 19, 2024Updated last year
- ☆27Updated this week
- A limit order book matching engine written in Julia☆34Dec 2, 2021Updated 4 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 7 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Aug 12, 2021Updated 4 years ago
- A webhook that integrates the W&B model registry with Modal Labs☆15Dec 24, 2023Updated 2 years ago
- ☆13Mar 17, 2021Updated 5 years ago