☆48Apr 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:
- ☆70Jan 13, 2026Updated 4 months ago
- ☆410Apr 30, 2026Updated 3 weeks ago
- ☆10Dec 20, 2022Updated 3 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆963Jun 5, 2023Updated 2 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
- 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.
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆49Feb 10, 2023Updated 3 years ago
- Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-S…☆42Aug 29, 2017Updated 8 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆178Feb 28, 2026Updated 2 months ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Differential equation problem specifications and scientific machine learning for common financial models☆33Apr 28, 2026Updated 3 weeks ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 9 years ago
- Fast Risks with QuantLib in Python☆20Apr 2, 2026Updated last month
- This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities☆17Dec 7, 2023Updated 2 years ago
- Overview for projects supported by Symmetry Investments☆20Nov 27, 2024Updated last year
- 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.
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated 2 months ago
- A python implementation of R's PerformanceAnalytics package☆21Feb 4, 2014Updated 12 years ago
- a C++ wrapper of TA-lib☆13Oct 22, 2015Updated 10 years ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 12 years ago
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 8 months ago
- Machine learning simulation for security prices.☆20Aug 10, 2017Updated 8 years ago
- Notebook fitting a Bayesian Gaussian mixture model via stochastic variational inference w/ TensorFlow 2.0☆14Jun 13, 2019Updated 6 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.
- A Python API and BMI for the Dakota iterative systems analysis toolkit☆14Apr 13, 2020Updated 6 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago
- small, fast memset based on microsoft's design☆13Apr 5, 2022Updated 4 years ago
- The TSLab built-in handlers☆10Apr 1, 2025Updated last year
- Simulated markets based on Zero-Intelligence agent☆19Jun 12, 2020Updated 5 years ago
- async (boost.asio) library for backtesting☆30Jan 13, 2016Updated 10 years ago
- quant++: A C++ quantitative trading framework.☆22Jun 21, 2012Updated 13 years ago
- ☆14Feb 1, 2026Updated 3 months ago
- A port of Arctic to DotNet☆13May 10, 2018Updated 8 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.
- 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
- A python script to download daily futures market data from Interactive Brokers using IbPy☆29Jul 17, 2018Updated 7 years ago
- The Coherence Python Client allows Python applications to act as cache clients to an Oracle Coherence cluster using gRPC as the network t…☆12Apr 27, 2026Updated 3 weeks ago
- Clojure/script Poloniex (cryptocurrency exchange) client☆11Sep 18, 2016Updated 9 years ago
- HAR-RV Model For Realized Volatility☆32Feb 21, 2016Updated 10 years ago
- ☆16May 1, 2011Updated 15 years ago
- Rust Market Simulation Library with a Python API☆23Apr 16, 2024Updated 2 years ago