Artur Sepp's repositories
QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
BloombergFetch
Pythin functionality for getting different data from Bloomberg: prices, implied vols, fundamentals
VanillaOptionPricers
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models