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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
A program for financial portfolio management, analysis and optimisation.
Applications of Monte Carlo methods to financial engineering projects, in Python.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
A Python implementation of the rough Bergomi model.
Use Python like a spreadsheet!
A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.