| Name | Version | Summary | date |
| optimalportfolios |
3.3.11 |
Simulation and backtesting of optimal portfolios |
2025-07-10 04:17:31 |
| qis |
3.2.26 |
Implementation of visualisation and reporting analytics for Quantitative Investment Strategies |
2025-07-10 04:12:26 |
| bbg-fetch |
1.0.32 |
Bloomberg fetching analytics wrapping xbbg package |
2025-01-28 06:49:40 |
| stochvolmodels |
1.0.24 |
Implementation of stochastic volatility models for option pricing |
2025-01-12 16:41:35 |
| quant-screener |
1.1.4 |
Quant product screener |
2024-11-20 21:38:43 |
| option-chain-analytics |
1.0.18 |
Implementation of data management and outputs queries for Option Chains |
2024-07-08 05:05:01 |
| vanilla-option-pricers |
1.0.3 |
Implementation of fast options pricers and risk for Black-Scholes-Merton and Bachelier normal models |
2024-06-21 10:44:33 |
| optimalfolios |
1.0.2 |
Simulation and backtesting of optimal portfolios |
2023-07-08 21:02:57 |
Artur Sepp