SABR model Python implementation
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Latest capture 2026-07-21 03:09
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Common financial risk and performance metrics. Used by zipline and pyfolio.
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.
Yet another backtesting engine
Time series and portfolio analytics for quantitative finance.
Portfolio analytics for quants, written in Python
