Collection of notebooks about quantitative finance, with interactive python code.
翻译 - 带有交互式python代码的有关定量金融的笔记本合集。
#计算机科学#Rust library for quantitative finance.
A nimble options backtesting library for Python
#算法刷题#Courses, Articles and many more which can help beginners or professionals.
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...
Quantitative Finance tools
A Python library for mathematical finance
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
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.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Python Financial ENGineering (PyFENG package in PyPI.org)
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
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...
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
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...
A python program to implement the discrete binomial option pricing model
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).