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Collection of notebooks about quantitative finance, with interactive python code.
python
econometrics
heston-model
kalman-filter
levy-processes
option-pricing
brownian-motion
american-options
fourier-inversion
jupyter-notebooks
linear-regression
monte-carlo-methods
quantitative-finance
stochastic-processes
financial-engineering
financial-mathematics
linear-systems-equations
jump-diffusion-mertons-model
partial-differential-equations
stochastic-differential-equations
Created
2019-09-10
71 commits to master branch, last one 3 months ago
A nimble options backtesting library for Python
options
trading
backtest
dataframe
algorithmic
backtesting
option-chain
trade-options
option-pricing
options-spreads
options-trading
option-strategies
options-framework
options-strategies
algorithmic-trading
backtesting-frameworks
algorithmic-trading-engine
algorithmic-trading-library
backtesting-trading-strategies
Created
2017-09-17
174 commits to master branch, last one about a month ago
Rust library for quantitative finance.
Created
2022-08-31
851 commits to main branch, last one about a month ago
Quantitative Finance tools
Created
2018-07-04
18 commits to master branch, last one 3 years ago
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) fo...
Created
2016-07-24
4,633 commits to master branch, last one 2 months ago
Courses, Articles and many more which can help beginners or professionals.
Created
2019-08-12
85 commits to master branch, last one 2 years ago
A Python library for mathematical finance
Created
2021-04-21
42 commits to main branch, last one about a year ago
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Created
2017-06-03
122 commits to master branch, last one 2 years ago
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Created
2017-11-17
135 commits to master branch, last one 11 months ago
Python Financial ENGineering (PyFENG package in PyPI.org)
Created
2021-02-26
676 commits to main branch, last one 13 days ago
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Created
2017-02-07
10 commits to master branch, last one about a year ago
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Created
2022-08-03
40 commits to main branch, last one about a month ago
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the sp...
Created
2022-07-13
56 commits to main branch, last one about a year ago
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Created
2019-10-06
48 commits to master branch, last one about a year ago
A python program to implement the discrete binomial option pricing model
Created
2018-08-13
44 commits to master branch, last one 5 years ago
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Created
2020-11-12
9 commits to master branch, last one 2 years ago
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financi...
Created
2021-04-24
180 commits to master branch, last one about a month ago
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Created
2021-11-05
28 commits to main branch, last one 2 years ago
A SIMD based black scholes pricer using the http://crates.io/wide crate
Created
2020-09-01
16 commits to master branch, last one 2 years ago
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Created
2021-03-12
1 commits to main branch, last one 3 years ago