TMRPenn's Stars
faif/python-patterns
A collection of design patterns/idioms in Python
OpenBB-finance/OpenBB
Investment Research for Everyone, Everywhere.
pydata/numexpr
Fast numerical array expression evaluator for Python, NumPy, Pandas, PyTables and more
PablocFonseca/streamlit-aggrid
Implementation of Ag-Grid component for Streamlit
okld/streamlit-elements
Create a draggable and resizable dashboard in Streamlit, featuring Material UI widgets, Monaco editor (Visual Studio Code), Nivo charts, and more!
dbrojas/optlib
A library for financial options pricing written in Python.
quantsbin/Quantsbin
Quantitative Finance tools
purvasingh96/AI-for-Trading
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
opendoor-labs/pyfin
Basic options pricing in Python
krivi95/option-pricing-models
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.
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
sebastiandres/streamlit_book
A framework for creating streamlit apps from markdown and python
streamlit/release-demos
joy13975/streamlit-nested-layout
Allows columns and expanders to be nested
jkirkby3/fypy
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.
MaximumBeings/public
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
Robin-Guilliou/Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
pjgranahan/qfrm
Python tools to quantitatively manage financial risk
CIS548/example-code
This is the repository for example code from Prof. Boon Thau Loo's Operating System Course
mkipnis/ql_rest
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
max-fitzpatrick/bond_pricer
Python class and jupyter iPython notebook for pricing a fixed coupon bond
julianmarx/mcvaluation
The Monte Carlo valuation app is a Streamlit web application leveraging a probabilistic approach to company valuation.
MishaShapo/Monte_Carlo_Stocks
An IPython notebook demonstrating Monte Carlo simulations of stock prices
LucaCamerani/EcoFin-Library
EcoFin is a quantitative economic library
SebastienEveno/exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
mludkov/mlOSP
Regression Monte Carlo for Optimal Stopping
SheikhPancham/Python-Binomial-Stock-Option-Pricing
Python Binomial Stock Option Pricing
YeeTsai/hits-reference-docs
plutus third's document
Zicheng-He/Options-Pricing-Two-Assets-Correlation-Options
To price an exotic option called Two Assets Correlation Call Option
LSEG-API-Samples/Article.RDPLibrary.Python.BondCashFlow