10 results found Sort:

domokane
FinancePy domokane
321
2.1k
gpl-3.0
69
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
1,200 commits to master branch, last one about a month ago
letianzj
QuantResearch letianzj
454
2.1k
mit
74
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
dbrojas
optlib dbrojas
89
660
mit
12
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
201
unlicense
7
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
jialuechen
torchquant jialuechen
17
161
apache-2.0
12
PyTorch Library 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
304 commits to main branch, last one about a month ago
attack68
rateslib attack68
28
152
other
4
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and a...
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
823 commits to main branch, last one 17 hours ago
YuMan-Tam
deep-hedging YuMan-Tam
52
151
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 3 years ago
yzoz
python-option-calculator yzoz
45
124
mit
3
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
29
111
mit
9
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
jialuechen
tfq-finance jialuechen
0
106
apache-2.0
2
Quantum Finance Library
cirq physics data-science quantum-finance risk-management machine-learning model-calibration quantum-classical quantum-computing tensorflow-quantum derivatives-pricing quantitative-finance high-frequency-trading portfolio-optimization
Created 2024-08-03
32 commits to main branch, last one 27 days ago