effort99

ml-options-pricing

Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

TradingBot

MIT Trading Competition algorithmic trading of options and securities

thetadata-python

Real-time & historical data API for US stocks and options

Udacity-ML-Capstone-Project

Udacity Machine Learning Engineer Nanodegree Capstone Project

python_for_microscopists

https://www.youtube.com/channel/UC34rW-HtPJulxr5wp2Xa04w?sub_confirmation=1

TradingView

Just a collection of my personal TradingView strategies and indicators, all in Pine Script.

PIXIU

This repository introduces PIXIU, an open-source resource featuring the first financial large language models (LLMs), instruction tuning data, and evaluation benchmarks to holistically assess financial LLMs. Our goal is to continually push forward the open-source development of financial artificial intelligence (AI).

opstrat

Option visualization python package

profitnloss

A library to calculate and plot the profit and loss diagrams of stock options strategies.

optlib

A library for financial options pricing written in Python.

pyfin

Basic options pricing in Python

MibianLib

Python Options Pricing Library

longstaff_schwartz

A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.

FinancePy

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

QuantLib

The QuantLib C++ library

py_vollib

OpStrat

Implementations of widely used options trading strategies, with a number of experimental features. Still under construction. To be converted to a library in the foreseeable future.

Pricing-Models

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

Option-Pricing

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

fypy

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

MathJax

Beautiful and accessible math in all browsers

option-pricer

Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes

Epp-Discrete-Math-5th-solutions

Solutions to Susanna Epp's Discrete Mathematics book, 5th Edition

DeepTrade

A LSTM model using Risk Estimation loss function for stock trades in market

arch

ARCH models in Python

multi-factor-model

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

Financial_Risk_Modeling_Research

Practical applications towards risk-centric portfolio management

Barra_CNE5

Provide risk forecasts by Barra China Equity Model

raven

RAVEN is a flexible and multi-purpose probabilistic risk analysis, validation and uncertainty quantification, parameter optimization, model reduction and data knowledge-discovering framework.