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 4 years ago)

Stargazers 131 (0 this week)

Watchers 7 (0 this week)

Forks 33

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RepositoryStats indexes 642,855 repositories, of these marcdemers/py_vollib_vectorized is ranked #257,455 (60th percentile) for total stargazers, and #263,393 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #48,375/132,264.

marcdemers/py_vollib_vectorized is also tagged with popular topics, for these it's ranked: trading (#369/699), finance (#309/641), pandas (#315/612), trading-bot (#168/321)

Other Information

marcdemers/py_vollib_vectorized has 4 open pull requests on Github, 0 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 11 open issues and 8 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: 2025-04-19 @ 10:28am, id: 309541675 / R_kgDOEnM7Kw