Open highlighted repo slot
Put your repository first
Promote a GitHub repo at the top of Awesome repository list views for 7 days.
GitHub projects from awesome lists
Search names, descriptions, topics, tags, and stacks, then tune results by ecosystem, freshness, health, and cross-list signal.
Open highlighted repo slot
Promote a GitHub repo at the top of Awesome repository list views for 7 days.
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.