Collection of notebooks about quantitative finance, with interactive python code.
#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, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB...
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 implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Python Financial ENGineering (PyFENG package in PyPI.org)
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
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...
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
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...
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).