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ffn

ffn - a financial function library for Python

finance-python

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

financial-engineering

Applications of Monte Carlo methods to financial engineering projects, in Python.

finoptions-dev

gs-quant

Python toolkit for quantitative finance

lodson-vs-pig

Lodson LeCaffeur Portfolio VS AlphaTruffle Pig Portfolio

machine-learning-asset-management

Machine Learning in Asset Management (by @firmai)

math-as-code

a cheat-sheet for mathematical notation in code form

nn-stochvol-calibrations

We implement the paper: Deep Learning Volatility

openbbterminal

Investment Research for Everyone, Anywhere.

optlib

A library for financial options pricing written in Python.

pynance

Lightweight Python library for assembling and analysing financial data

pyql

Cython QuantLib wrappers

pysabr

SABR model Python implementation

q-fin

A Python library for mathematical finance

quantpy

A framework for quantitative finance In python.

quantsbin

Quantitative Finance tools

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

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.

willowtree

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.