Skip the quant finance degree. Dive into 17 code repos that will...

Dive into 17 code repos that will teach you more than all your professors at school.
All without costing you $90,000:
vollib is a Python library for calculating option prices, implied volatility, and greeks.
github.com/vollib/vollib
Lightweight Python library for assembling and analysing financial data.
github.com/GriffinAustin/…
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…
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
github.com/federicomariam…
Applications of Monte Carlo methods to financial engineering projects, in Python.
github.com/federicomariam…
High-performance TensorFlow library for quantitative finance.
github.com/google/tf-quan…
Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them.
github.com/quantsbin/Quan…
Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
github.com/bbcho/finoptio…
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…
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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