Stars
A data manipulation object heavily inspired by pandas DataFrame objects.
A very fast, easy to configure, and flexible header only logging library for C++.
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
stefan-jansen / zipline-reloaded
Forked from quantopian/ziplineZipline, a Pythonic Algorithmic Trading Library
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
Ray is an AI compute engine. Ray consists of a core distributed runtime and a set of AI Libraries for accelerating ML workloads.
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Sc…
B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
Python code and stock market data used as a gentle introduction to Python and pandas for graduate students in ACC 5200.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
Download market data from Yahoo! Finance's API
Python module to get stock data from Yahoo! Finance
Research in investment finance with Python Notebooks
Financial data reader
Implements some structural model for credit risk measures
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 finan…
Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas…
Python toolkit for quantitative finance
Collection of notebooks about quantitative finance, with interactive python code.