PyDigger - unearthing stuff about Python


NameVersionSummarydate
tstrends 0.4.1 Advanced trend labelling for time series 2025-10-21 21:43:14
quantfinance 0.1.1 Package Python complet pour la finance quantitative 2025-10-19 21:17:56
fortitudo-tech 1.1.12 Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python. 2025-10-10 07:16:52
cvar-optimization-benchmarks 0.1 Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems in Python. 2025-10-09 10:00:50
optimalportfolios 3.4.8 Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python 2025-10-07 19:39:44
stochvolmodels 1.1.4 Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston 2025-09-01 19:17:36
finsim 1.2.0 Financial simulation and inference 2025-08-21 04:35:52
bbg-fetch 1.1.2 Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals 2025-08-07 16:15:14
edge-research-pipeline 1.1.0 Modular pipeline for quantitative signal discovery and validation 2025-08-07 06:38:32
trading-strategy 0.27 Algorithmic trading data for cryptocurrencies and DEXes like Uniswap, Aave and PancakeSwap 2025-08-04 16:30:21
vanilla-option-pricers 1.2.1 Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models 2025-08-03 11:49:59
pcrm-book 1.0.3 Accompanying Python code to the Portfolio Construction and Risk Management book by Anton Vorobets. 2025-07-08 15:21:49
cefim 0.3 Repository of Insper's Finance and Macro Unit 2025-03-19 21:13:45
entropy-pooling 1.0.8 Entropy Pooling in Python with a BSD 3-Clause license. 2024-10-14 08:09:32
qfinpy 0.0.2 A powerful, easy-to-use library for Quantitative Finance 2024-10-08 16:12:30
Qube2 0.3.43 Qube 2024-06-11 14:19:18
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