yassinemaaroufi / MibianLib
Python Options Pricing Library
☆273Updated 3 years ago
Alternatives and similar repositories for MibianLib:
Users that are interested in MibianLib are comparing it to the libraries listed below
- ☆319Updated 11 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Quantitative Finance tools☆505Updated last year
- PyTrendFollow - systematic futures trading using trend following☆388Updated 6 years ago
- Basic options pricing in Python☆313Updated 10 years ago
- Option and stock backtester / live trader☆248Updated 2 months ago
- A backtester and spreadsheet library for security analysis.☆278Updated this week
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆713Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆368Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆126Updated 2 months ago
- Pipeline Extension for Live Trading☆207Updated last year
- Simple backtesting software for options☆170Updated 6 months ago
- Quantitative finance research tools in Python☆414Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆295Updated last month
- Option Calculator using Black-Scholes model and Binomial model☆166Updated 5 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆393Updated 4 years ago
- QSTrader☆131Updated 5 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆124Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆355Updated 10 months ago
- Fast and scalable construction of risk parity portfolios☆294Updated 8 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated last year
- SABR model Python implementation☆478Updated 2 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆541Updated this week
- Lightweight Python library for assembling and analysing financial data☆327Updated 4 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆215Updated 7 years ago
- Open sourced research notebooks by the QuantConnect team.☆559Updated 9 months ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆126Updated 3 years ago
- Vectorized backtester and trading engine for QuantRocket☆214Updated 2 months ago