quantfin
Option modeler
A Haskell-based implementation of financial modeling and Monte Carlo simulation for option pricing
quant finance in pure haskell
138 stars
17 watching
12 forks
Language: Haskell
last commit: over 5 years ago
Linked from 2 awesome lists
wilsonfreitas/awesome-quant
uhub/awesome-haskellRelated projects:
| Repository | Description | Stars |
|---|---|---|
 quantsbin/quantsbin | Provides tools for pricing and analyzing financial derivatives in Python | 500 |
 lechgrzelak/quantfinancebook | Provides Python implementations of mathematical modeling and computation in finance exercises from a popular book | 496 |
 huggingface/optimum-quanto | A PyTorch quantization backend for models. | 822 |
 jkirkby3/fypy | A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods. | 79 |
 vollib/vollib | Calculates option prices and Greeks using Black's formulas with extended support for Black-Scholes and Black-Scholes-Merton. | 679 |
 constverum/quantdom | Framework for testing and evaluating trading strategies using Python | 717 |
 paulperry/quant | A repository of quantitative finance and algorithmic trading strategies and analyses. | 326 |
 billpmurphy/hask | A Python library that mimics key features of the Haskell programming language. | 860 |
 bbn-q/qsimulator.jl | Software package for simulating the dynamics of quantum systems in general | 27 |
 mgroncki/ipythonscripts | A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library. | 150 |
 pythoncharmers/quantfinance | A comprehensive training platform providing educational materials and resources for quantitative finance concepts taught through Jupyter Notebooks. | 396 |
| jkirkby3/proj_option_pricing_matlab | Provides a general framework for option pricing in MATLAB using the PROJ method and various models | 174 |
 weinbe58/quspin | An exact diagonalization and quantum dynamics package for many-body systems | 25 |
 letianzj/quanttrader | A Python-based backtesting and live trading package for quantitative traders. | 531 |
 eddelbuettel/rquantlib | Provides R interface to QuantLib library for quantitative finance analysis | 120 |