| Name | Version | Summary | date |
| 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 |