Quantitative analysis, strategies and backtests

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

A library for financial options pricing written in Python.

Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

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

The Greatest Collection of anything related to finance and crypto

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

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

Trade stocks and ETFs with free brokerage Robinhood and Perl

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Implementation of ISDA SIMM v2.3~2.6

Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.

Material from the book of Mark Joshi: "Design Patterns and Derivatives Pricing" (2nd edition), updated to C++17 and adapted to my own coding style.

modeling FICC market with QuantLib

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

An Excel integration of OpenGamma Strata.

Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.

DerivX Core Library

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

PyTorch-based Python Library for Financial Derivatives Modeling and Pricing