Stars
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
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Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Library to fit Hurst index for time series from the autocorrelogram profile
Repository of quantitative finance projects.
environment and models for reinforcement learning applied to trading synthetic signals with statistical autocorrelations
This code reproduces the implied volatility from the market
Target volatility option pricing in the lognormal fractional SABR model
This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Displaced-diffusion model 5. SABR model
Unbiased SABR model simulation in the manner of Bin Chen, Cornelis W. Oosterlee and Hans van der Weide
three stochastic volatility model: Heston, SABR, SVI
An advanced crypto trading bot written in Python
One-off scripts/analysis, usually to accompany my blog posts.
Extract kindle highlights into organised text files
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
The aim of the project is to create application, which allows to determine the price of the financial derivatives, its sensitivities in different models (stochastic volatility, local volatility). M…
Surface SVI parameterisation and corresponding local volatility