Stars
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
GPT-powered chat for documentation, chat with your documents
news-please - an integrated web crawler and information extractor for news that just works
Leveraging BERT and c-TF-IDF to create easily interpretable topics.
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility mod…
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Productionise & schedule your Jupyter Notebooks as easily as you wrote them.
Passive Investing for the Average Joe
FNSPID: A Comprehensive Financial News Dataset in Time Series
High-performance TensorFlow library for quantitative finance.
Quantitative analysis, strategies and backtests
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Sc…
A news aggregator in python, that focuses primarily on business and market news sources.
A library for financial options pricing written in Python.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".
We implement the paper: Deep Learning Volatility
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.