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 120 (0 this week)

Watchers 7 (0 this week)

Forks 32

License mit

Ranking

RepositoryStats indexes 595,856 repositories, of these marcdemers/py_vollib_vectorized is ranked #260,063 (56th percentile) for total stargazers, and #271,583 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #47,955/119,431.

marcdemers/py_vollib_vectorized is also tagged with popular topics, for these it's ranked: trading (#372/657), pandas (#320/585), finance (#305/581), trading-bot (#170/298)

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 9 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

Star History

Github stargazers over time

Watcher History

Github watchers over time, collection started in '23

Recent Commit History

0 commits on the default branch (main) since jan '22

No recent commits to this repository

Yearly Commits

Commits to the default branch (main) per year

Issue History

Languages

The only known language in this repository is Python

updated: 2024-12-17 @ 02:25pm, id: 309541675 / R_kgDOEnM7Kw