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  1. StochVolModels StochVolModels Public

    Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

    Python 141 31

  2. QuantInvestStrats QuantInvestStrats Public

    Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

    Jupyter Notebook 183 23

  3. OptimalPortfolios OptimalPortfolios Public

    Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

    Python 34 10

  4. BloombergFetch BloombergFetch Public

    Pythin functionality for getting different data from Bloomberg: prices, implied vols, fundamentals

    Python 4 2