☆49Apr 4, 2015Updated 11 years ago
Alternatives and similar repositories for lets_be_rational
Users that are interested in lets_be_rational are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆73May 29, 2026Updated 3 months ago
- ☆434May 29, 2026Updated 3 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆1,022Jun 5, 2023Updated 3 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 6 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆48Feb 10, 2023Updated 3 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.
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆178Feb 28, 2026Updated 6 months ago
- Overview for projects supported by Symmetry Investments☆20Nov 27, 2024Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated 2 years ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 10 years ago
- Java source code for the Black-Scholes option mode: from code.google.com/p/black-scholes☆20Aug 31, 2015Updated 11 years ago
- ☆11Mar 20, 2015Updated 11 years ago
- Simulated markets based on Zero-Intelligence agent☆18Jun 12, 2020Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 6 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- a C++ wrapper of TA-lib☆13Oct 22, 2015Updated 10 years ago
- wtl examples☆12Sep 20, 2017Updated 9 years ago
- Machine learning simulation for security prices.☆20Aug 10, 2017Updated 9 years ago
- Valuing Real Options with Least Squares Monte Carlo in Python☆12Jan 14, 2018Updated 8 years ago
- A Python API and BMI for the Dakota iterative systems analysis toolkit☆14Apr 13, 2020Updated 6 years ago
- The TSLab built-in handlers☆10Apr 1, 2025Updated last year
- ☆13Jun 14, 2018Updated 8 years ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 12 years ago
- Notebook fitting a Bayesian Gaussian mixture model via stochastic variational inference w/ TensorFlow 2.0☆14Jun 13, 2019Updated 7 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.
- Fast Risks with QuantLib in Python☆21Apr 2, 2026Updated 5 months ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago
- quant++: A C++ quantitative trading framework.☆23Jun 21, 2012Updated 14 years ago
- Risk tools for commodities trading and finance☆43Aug 30, 2026Updated 3 weeks ago
- GARCH models estimated using autodiff.☆20Updated this week
- QMC Heston pricing on GPU☆11May 2, 2023Updated 3 years ago
- A assorted collection of free and open notes, courses and books in Statistical learning☆14Oct 4, 2025Updated 11 months ago
- Tastyworks Automated Bot w/Unofficial API - macOS, Linux, and Windows.☆15Aug 17, 2025Updated 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.
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆63Apr 9, 2026Updated 5 months ago
- ☆22Oct 21, 2024Updated last year
- Rust Market Simulation Library with a Python API☆23Apr 16, 2024Updated 2 years ago
- ☆17Nov 15, 2014Updated 11 years ago
- ☆14Apr 1, 2019Updated 7 years ago
- ☆20Jan 19, 2017Updated 9 years ago