GuidoE

expected_shortfall

Quick introduction to Expected Shortfall

pandas_market_calendars

Exchange calendars to use with pandas for trading applications

Loss-Distribution-Approach

The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.

optlib

A library for financial options pricing written in Python.

ibtools

ib_insync

Python sync/async framework for Interactive Brokers API

InteractiveBrokers-Algo-Trading-API

Java/MySQL real-time algorithmic trading using Interactive Brokers API

python-cpp-challenge

A public challenge (examples and tests) for tools that provide Python interfaces to C++ libraries.

jenkinsfile

Pipeline

openmc

OpenMC Monte Carlo Code

MonteCarloMethodsInFinance

iversity course -- python implementation

ta-lib-python

Python wrapper for TA-Lib (http://ta-lib.org/).

netezza_sqlalchemy

SQLAlchemy dialect for the Netezza database

boost-python-examples

Some examples for the use of boost::python

pyql

Cython QuantLib wrappers

QuantLib

The QuantLib C++ library

QuantLib-SWIG

QuantLib wrappers to other languages

quantlib-old

The QuantLib C++ library and extensions (warning: out of date)

implied-vol

jasper-client

Client code for Jasper voice computing platform

BDA_py_demos

Bayesian Data Analysis demos for Python

pyWebCash

Cloud-hosted personal finance tracking

Python_Finance

Computational Finance related Python Code

PyFinance

PyFinance

finance-py

Financial Analysis Tools for stock & Derivatives

py4fi

Python for Finance (O'Reilly)

PythonFinance

basic Python Finance Package

QuantPy

A framework for quantitative finance In python.

ExtJS-WebSocket

Ext.ux.WebSocket is an extension to manage HTML5 WebSocket with ExtJS and SenchaTouch

awesome-python

An opinionated list of awesome Python frameworks, libraries, software and resources.