10 results found Sort:

letianzj
QuantResearch letianzj
471
2.2k
mit
76
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
324
2.2k
gpl-3.0
70
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 2 months ago
dbrojas
optlib dbrojas
90
665
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
attack68
rateslib attack68
28
164
other
4
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
893 commits to main branch, last one a day ago
jialuechen
torchquant jialuechen
18
163
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 2 months 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
123
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
30
112
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 about a month ago