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  1. DerivativesModelling DerivativesModelling Public

    Collection of Options and Derivatives Pricing Models in Python and C++

    Python 1

  2. StatArbLab StatArbLab Public

    StatArbLab is a library featuring convinient and scalable implementations of various statistical arbitrage techniques. The library utilizes vectorized backtesting and customizable brokerage fee str…

    Jupyter Notebook 2 1