marcdemers / py_vollib_vectorized

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

Date Created 2020-11-03 (4 years ago)

Commits 27 (last one 3 years ago)

Stargazers 121 (0 this week)

Watchers 7 (0 this week)

Forks 30

License mit

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RepositoryStats indexes 579,555 repositories, of these marcdemers/py_vollib_vectorized is ranked #253,530 (56th percentile) for total stargazers, and #268,427 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #46,338/115,123.

marcdemers/py_vollib_vectorized is also tagged with popular topics, for these it's ranked: trading (#359/643), pandas (#313/574), finance (#298/566), trading-bot (#162/296)

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: 2024-10-25 @ 04:37pm, id: 309541675 / R_kgDOEnM7Kw