Skip the quant finance degree.
Dive into 17 code repos that will teach you more than all your professors at school.
All without costing you $90,000:
Dive into 17 code repos that will teach you more than all your professors at school.
All without costing you $90,000:
vollib
vollib is a Python library for calculating option prices, implied volatility, and greeks.
github.com
vollib is a Python library for calculating option prices, implied volatility, and greeks.
github.com
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
github.com
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
github.com
willowtree
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
github.com
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
github.com
financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
github.com
Applications of Monte Carlo methods to financial engineering projects, in Python.
github.com
Quantsbin
Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them.
github.com
Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them.
github.com
finoptions
Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
github.com
Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
github.com
For more on options:
Get the 46-Page Guide to Pricing Options and Implied Volatility.
Here's why:
• Compute Black-Scholes, the greeks, and implied volatility
• Includes a Jupyter Notebook with the code
• How to use Python to analyze the results
pyquantnews.gumroad.com
Get the 46-Page Guide to Pricing Options and Implied Volatility.
Here's why:
• Compute Black-Scholes, the greeks, and implied volatility
• Includes a Jupyter Notebook with the code
• How to use Python to analyze the results
pyquantnews.gumroad.com
Boom!
17 libraries that will teach you more than a master's.
• ffn
• optlib
• Q-Fin
• PyQL
• vollib
• pysabr
• OpenBB
• QuantPy
• pynance
• gs-quant
• FinancePy
• Quantsbin
• finoptions
• willowtree
• Finance-Python
• tf-quant-finance
• financial-engineering
17 libraries that will teach you more than a master's.
• ffn
• optlib
• Q-Fin
• PyQL
• vollib
• pysabr
• OpenBB
• QuantPy
• pynance
• gs-quant
• FinancePy
• Quantsbin
• finoptions
• willowtree
• Finance-Python
• tf-quant-finance
• financial-engineering
There's a lot here!
Hop back up to the top tweet (click the link here) and retweet it to keep it handy for later and show your followers you know your Python.
Then, if you like tweets like this, follow @pyquantnews for more!
Hop back up to the top tweet (click the link here) and retweet it to keep it handy for later and show your followers you know your Python.
Then, if you like tweets like this, follow @pyquantnews for more!
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Real Python code for quant finance you can use now.
Join 7,800+ subscribers who are taking action with Python.
pyquantnews.com
Real Python code for quant finance you can use now.
Join 7,800+ subscribers who are taking action with Python.
pyquantnews.com
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