A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

A tiny scalar-valued autograd engine and a neural net library on top of it with PyTorch-like API

Python training for business analysts and traders

Python toolkit for quantitative finance

Collection of notebooks about quantitative finance, with interactive python code.

A computer science textbook

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

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

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by st…

Open sourced research notebooks by the QuantConnect team.

Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.

SABR model Python implementation

Top training materials in quantitative finance

Notebooks that replicate original quantitative finance papers from Emanuel Derman

Rust for data analysis encyclopedia (WIP).

Library for fitting the LPPLS model to data.

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

Scripts and datasets for the O'Reilly book Python Polars: The Definitive Guide

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation …

A Python implementation of the rough Bergomi model.

A collection of projects published by Bloomberg's Quantitative Finance Research team.

Examples and demos showing how to call functions from the nAG Library for Python

volatility arbitrage in Heston model

Automatic Differentiation via Contour Integration

Python Code for Quantitative Finance Papers

A web based tool for visualization of the forward and reverse modes of automatic differentiation

Solutions to "A First Course in Bayesian Statistical Methods" Peter D. Hoff