FNSPID: A Comprehensive Financial News Dataset in Time Series

Leveraging BERT and c-TF-IDF to create easily interpretable topics.

A news aggregator in python, that focuses primarily on business and market news sources.

High-performance TensorFlow library for quantitative finance.

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 library for financial options pricing written in Python.

SABR model Python implementation

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

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

Productionise & schedule your Jupyter Notebooks as easily as you wrote them.

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…

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

Quantitative analysis, strategies and backtests

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

GPT-powered chat for documentation, chat with your documents

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Passive Investing for the Average Joe

news-please - an integrated web crawler and information extractor for news that just works