pysabr
by ynouri
SABR model Python implementation
AI summary
Volatility calculator
A Python implementation of a financial volatility model
- stars
- 465
- forks
- 81
- watching
- 18
- awesome list
- 1
Similar projects
Found by comparing what the projects do, not just their names.
Finance textbook code
A collection of Python codes and Jupyter Notebooks for the book Python for Finance (2nd ed.) by Yves Hilpisch.
Volatility models
Jupyter notebooks providing implementations of volatility models for derivatives
bashtage/arch1.3K
Volatility analyzer
Provides tools and models for analyzing financial time series and detecting patterns in volatility.
Trading guidebook
A collection of Jupyter Notebooks and Python code supporting the book on algorithmic trading using Python.
PME calculator
Calculates Public Market Equivalent values and rates for investment analysis
Financial API
Provides an easy-to-use interface to financial data from various sources.
Finance library
A lightweight Python library for assembling and analyzing financial data
Finance calculator
A Python library providing financial calculation tools and technical indicators.
Finance code
A repository of Python code examples for quantitative finance applications
Risk calculator
Provides fast risk calculations using the QuantLib Python library with automatic differentiation
Portfolio analyzer
Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library.
Finance tutorials
A comprehensive training platform providing educational materials and resources for quantitative finance concepts taught through Jupyter Notebooks.
Analytics software
Provides Jupyter Notebooks and code for Derivatives Analytics with Python by Yves Hilpisch.
rjt1990/pyflux2.1K
Time series library
A comprehensive time series modeling library with various statistical models and inference methods.
Memory analyzer
Automates memory analysis of malware samples and memory dumps by extracting binaries, injections, strings, and analyzing code using heuristics and YARA/Clam AV scanners.
Featured in 1 awesome list
Each link jumps to the spot where the list mentions pysabr.
