Collection of notebooks about quantitative finance, with interactive python code.

A nimble options backtesting library for Python

Rust library for quantitative finance.

Quantitative Finance tools

C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]

Courses, Articles and many more which can help beginners or professionals.

A Python library for mathematical finance

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Python Financial ENGineering (PyFENG package in PyPI.org)

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

A Python implementation of the rough Bergomi model.

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

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

The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega…

A python program to implement the discrete binomial option pricing model

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

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.

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.