Skip the quant finance degree.
Dive into 17 code repos that will teach you more than all your professors at school.
All without costing you $90,000:
vollib
vollib is a Python library for calculating option prices, implied volatility, and greeks.
github.com/vollib/vollib
vollib is a Python library for calculating option prices, implied volatility, and greeks.
github.com/vollib/vollib
pynance
Lightweight Python library for assembling and analysing financial data.
github.com/GriffinAustin/…
Lightweight Python library for assembling and analysing financial data.
github.com/GriffinAustin/…
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
github.com/domokane/Finan…
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
github.com/domokane/Finan…
willowtree
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
github.com/federicomariam…
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
github.com/federicomariam…
financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
github.com/federicomariam…
Applications of Monte Carlo methods to financial engineering projects, in Python.
github.com/federicomariam…
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
github.com/google/tf-quan…
High-performance TensorFlow library for quantitative finance.
github.com/google/tf-quan…
Quantsbin
Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them.
github.com/quantsbin/Quan…
Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them.
github.com/quantsbin/Quan…
finoptions
Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
github.com/bbcho/finoptio…
Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
github.com/bbcho/finoptio…
For more on options:
Get the 46-Page Guide to Pricing Options and Implied Volatility.
Here's why:
• Compute Black-Scholes, the greeks, and implied volatility
• Includes a Jupyter Notebook with the code
• How to use Python to analyze the results
pyquantnews.gumroad.com/l/46-page-ulti…
Get the 46-Page Guide to Pricing Options and Implied Volatility.
Here's why:
• Compute Black-Scholes, the greeks, and implied volatility
• Includes a Jupyter Notebook with the code
• How to use Python to analyze the results
pyquantnews.gumroad.com/l/46-page-ulti…
Boom!
17 libraries that will teach you more than a master's.
• ffn
• optlib
• Q-Fin
• PyQL
• vollib
• pysabr
• OpenBB
• QuantPy
• pynance
• gs-quant
• FinancePy
• Quantsbin
• finoptions
• willowtree
• Finance-Python
• tf-quant-finance
• financial-engineering
17 libraries that will teach you more than a master's.
• ffn
• optlib
• Q-Fin
• PyQL
• vollib
• pysabr
• OpenBB
• QuantPy
• pynance
• gs-quant
• FinancePy
• Quantsbin
• finoptions
• willowtree
• Finance-Python
• tf-quant-finance
• financial-engineering
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