Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Sc…

A framework for quantitative finance In python.

notebooks used in quant club episodes

Ultimate Python study guide for newcomers and professionals alike. 🐍 🐍 🐍

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

All Algorithms implemented in Python

A fast, extensible, transparent python library for backtesting quantitative strategies.

Awesome free machine learning and AI courses with video lectures.

Common financial risk and performance metrics. Used by zipline and pyfolio.

Performance analysis of predictive (alpha) stock factors

Portfolio and risk analytics in Python

Website: Data Umbrella & PyMC open source sessions

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

DetectGPT: Zero-Shot Machine-Generated Text Detection using Probability Curvature

Toolkit for integration and analysis

Quantitative finance research tools in Python

Model parallel transformers in JAX and Haiku

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SP…

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

Option Pricing Methods in my Master's Thesis

An Algorithmic Trading Library for Crypto-Assets in Python

Design of Risk Parity Portfolios

Google Research

MLNLP: This repository is a collection of AI top conferences papers (e.g. ACL, EMNLP, NAACL, COLING, AAAI, IJCAI, ICLR, NeurIPS, and ICML) with open resource code

Code to exercise your Python knowledge.

A rolling version of the Latent Dirichlet Allocation.

A repository for the source code, notebooks, data, files, and other assets used in the data science and machine learning articles on LearnDataSci

Quantitative Finance book