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opensignals

option-pricing

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

optionsvisualizer

Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.

packaging

The repository contains files used in the respective Tools & Skills training module.

pairs_trading

pairs_trading_quant

A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a statistical arbitrage and convergence trading strategy.

pandas_everything

pandas_market_calendars

Exchange calendars to use with pandas for trading applications

pbpython

Code, Notebooks and Examples from Practical Business Python

pivottable

Open-source Javascript Pivot Table (aka Pivot Grid, Pivot Chart, Cross-Tab) implementation with drag'n'drop.

practical-python

Practical Python Programming (course by @dabeaz)

price-predictor

Quickly predict the future prices of financial instruments with a customizable LSTM Recurrent Neural Network

proj_option_pricing_matlab

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

project_ficc_quant

modeling FICC market with QuantLib

projects

Sample projects using Ploomber.

py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

py4fi2nd

Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

py4qf

Python for Quant Finance -- The New Benchmark

pyblackscholesanalytics

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

pybotters

An advanced API client for python botters.

pycel

A library for compiling excel spreadsheets to python code & visualizing them as a graph

pydlon15

Open Source Tools for Financial Time Series Analysis and Visualization

pyexcelerate

Accelerated Excel XLSX Writing Library for Python 2/3

pyfolio-reloaded

Portfolio and risk analytics in Python

pynaissance

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

pyoptionpricing

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

pypme

A Python package for PME (Public Market Equivalent) calculation

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

pyrtfolio

Python package to generate stock portfolios

pysec

Parse XBRL filings from the SEC's EDGAR in Python