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marcdemers
py_vollib_vectorized marcdemers
32
120
mit
7
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
greeks pandas finance trading speedups py-vollib volatility trading-bot vectorization implied-volatility finance-application volatility-modeling
Created 2020-11-03
27 commits to main branch, last one 3 years ago