10 results found Sort:

letianzj
QuantResearch letianzj
514
2.5k
mit
75
Quantitative analysis, strategies and backtests
backtests algotrading data-science deep-learning pairs-trading risk-management asset-allocation asset-management machine-learning financial-analysis trading-algorithms trading-strategies algorithmic-trading derivatives-pricing portfolio-management quantitative-finance quantitative-trading statistical-arbitrage reinforcement-learning backtesting-trading-strategies
Created 2020-06-27
123 commits to master branch, last one about a year ago
domokane
FinancePy domokane
339
2.3k
gpl-3.0
74
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
risk bonds numba credit python finance pricing currency students valuation investment derivatives fixed-income risk-management asset-allocation derivatives-pricing
Created 2019-10-27
1,201 commits to master branch, last one 19 days ago
dbrojas
optlib dbrojas
96
705
mit
13
A library for financial options pricing written in Python.
stocks finance options api-client volatility derivatives tdameritrade-api derivatives-pricing
Created 2020-08-17
31 commits to master branch, last one 2 years ago
sambacha
compendium sambacha
28
204
unlicense
6
The Greatest Collection of anything related to finance and crypto
isda erc20 trade erc721 tokens bitcoin finance futures markets trading ethereum regulatory commodities cryptocoins derivatives supplychain stock-market cryptocurrency legal-documents derivatives-pricing
Created 2019-05-14
47 commits to master branch, last one about a year ago
attack68
rateslib attack68
38
201
other
3
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction wit...
fx risk bonds swaps curves python finance trading currency students treasury inflation investment derivatives fixed-income cross-currency interest-rates risk-management inflation-linked derivatives-pricing
Created 2023-03-31
1,055 commits to main branch, last one 18 hours ago
YuMan-Tam
deep-hedging YuMan-Tam
52
157
gpl-3.0
4
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
deep-learning derivatives-pricing quantitative-finance
Created 2020-01-18
254 commits to master branch, last one 4 years ago
jialuechen
torchquant jialuechen
22
157
apache-2.0
8
PyTorch for Quantitative Finance
pytorch quantlib deep-learning risk-management numerical-methods optimal-transport malliavin-calculus derivatives-pricing quantitative-finance automatic-differentiation
Created 2022-01-06
319 commits to main branch, last one 7 days ago
yzoz
python-option-calculator yzoz
45
127
mit
2
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
greeks market options trading financial derivatives market-data econometrics black-scholes stock-options option-pricing options-trading european-options implied-volatility options-strategies trading-strategies derivatives-pricing quantitative-analysis
Created 2017-02-07
10 commits to master branch, last one 2 years ago
gabrielepompa88
pyBlackScholesAnalytics gabrielepompa88
31
118
mit
8
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
quant greeks finance tutorials derivatives educational profit-loss blackscholes digital-options option-strategies derivatives-pricing educational-project portfolio-management quantitative-finance
Created 2020-08-11
230 commits to master branch, last one 4 years ago
prudhvi-reddy-m
BlackScholes prudhvi-reddy-m
36
38
unknown
1
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varyi...
derivatives blackscholes options-pricing european-options financial-modeling derivatives-pricing
Created 2024-02-23
8 commits to main branch, last one 8 months ago