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A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
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Portfolio analytics for quants, written in Python
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.
The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Financial market technical analysis & indicators in Julia
