| Name | Version | Summary | date |
|---|---|---|---|
| stochvolmodels | 1.0.30 | Implementation of stochastic volatility models for option pricing | 2025-07-19 14:03:59 |
| fastbootstrap | 1.6.1 | Fast Python implementation of statistical bootstrap | 2025-07-16 17:39:05 |
| TDCRPy | 2.14.0 | TDCR model | 2025-07-11 12:36:03 |
| derivflow-finance | 0.1.2 | Advanced derivatives analytics platform for quantitative finance | 2025-07-09 08:36:06 |
| riskoptima | 1.24.0 | RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. | 2025-02-16 19:26:10 |
| topasgraphsim | 27.0.1 | GUI to analyze the results of a Monte-Carlo radiation simulation | 2024-12-04 18:54:35 |
| chi2sim | 1.0.2.3 | Chi-square test with Monte Carlo simulation | 2024-10-30 04:43:03 |
| gwkokab | 0.1.0 | A JAX-based gravitational-wave population inference | 2024-07-26 21:07:52 |
| hour | day | week | total |
|---|---|---|---|
| 93 | 1927 | 10254 | 303570 |