marcdemers / py_vollib_vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

Date Created 2020-11-03 (3 years ago)

Commits 27 (last one 3 years ago)

Stargazers 112 (0 this week)

Watchers 6 (0 this week)

Forks 28

License mit

Ranking

RepositoryStats indexes 534,551 repositories, of these marcdemers/py_vollib_vectorized is ranked #252,364 (53rd percentile) for total stargazers, and #285,444 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #45,265/103,470.

marcdemers/py_vollib_vectorized is also tagged with popular topics, for these it's ranked: trading (#343/580), pandas (#315/545), finance (#289/520), trading-bot (#163/274)

Other Information

marcdemers/py_vollib_vectorized has 1 open pull request on Github, 0 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 11 open issues and 6 closed issues.

All Topics

greeks pandas finance trading speedups py-vollib volatility trading-bot vectorization implied-volatility finance-application volatility-modeling

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The only known language in this repository is Python

updated: 2024-06-23 @ 06:29pm, id: 309541675 / R_kgDOEnM7Kw