/quant-learn

Quantitative Finance Library

Primary LanguageJupyter Notebook

quant-learn

Library for processing financial data Various implementations that are useful in quant finance

DL_accelerate: make DL models faster using quantization and pruning
algotrading: Alpaca API and some strategies
Machine-learning: machine learning tools implemented from scratch
Neural_nets: neural network layers from scratch
Pricers: pricing methods for options
rates: constructing rate curves, mainly for bond pricing
Time-series: time series feature engineering and analysis from scratch
Volatility: volatility models such as garch