1 result found Sort:

marcdemers
py_vollib_vectorized marcdemers
28
112
mit
6
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