Quantitative Finance

Github quantitative finance repos Goldman Sachs https://lnkd.in/dmd_ZbUF OpenBB-finance/OpenBBTerminal: Investment Research for Everyone, Anywhere. https://lnkd.in/dzEntENU enthought/pyql: Cython QuantLib wrappers https://lnkd.in/dPPyZRvE vollib/vollib: 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-Scholes-Merton. https://lnkd.in/d3qvVa8j jsmidt/QuantPy: A framework for quantitative finance In python. https://lnkd.in/dv6PGy7j alpha-miner/Finance-Python: python tools for Finance with the functionality of indicator calculation, business day calculation and so on. https://lnkd.in/dG7wWiB7 pmorissette/ffn: ffn - a financial function library for Python https://lnkd.in/dZwxcu5k GriffinAustin/pynance: Lightweight Python library for assembling and analysing financial data https://lnkd.in/dwAwCgtu ynouri/pysabr: SABR model Python implementation https://lnkd.in/dY84kpnw domokane/FinancePy: A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. https://lnkd.in/dJCYvMmn goldmansachs/gs-quant: Python toolkit for quantitative finance https://lnkd.in/duSMc8qq federicomariamassari/willowtree: Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. https://lnkd.in/dn7sRMxb federicomariamassari/financial-engineering: Applications of Monte Carlo methods to financial engineering projects, in Python. https://lnkd.in/dMie6KjS dbrojas/optlib: A library for financial options pricing written in Python. https://lnkd.in/d39bYk38 google/tf-quant-finance: High-performance TensorFlow library for quantitative finance. https://lnkd.in/djN5N-rJ RomanMichaelPaolucci/Q-Fin: A Python library for mathematical finance https://lnkd.in/dVC95Adt quantsbin/Quantsbin: Quantitative Finance tools https://lnkd.in/dUCdDM-j bbcho/finoptions-dev https://lnkd.in/d4EPTC2JGoldman Sachs has 20 repositories available. Follow their code on GitHub.

Last updated

Was this helpful?