| Name | Version | Summary | date |
| 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 |
| bbg-fetch |
1.1.1 |
Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals |
2025-08-03 11:37:03 |
| stochvolmodels |
1.1.1 |
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston |
2025-08-03 11:16:16 |
| optimalportfolios |
3.4.1 |
Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python |
2025-08-03 10:11:55 |
| fortitudo-tech |
1.1.11 |
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python. |
2025-07-09 08:26:45 |
| 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 |
| trading-strategy |
0.25.4 |
Algorithmic trading data for cryptocurrencies and DEXes like Uniswap, Aave and PancakeSwap |
2025-02-13 20:15:58 |
| finsim |
1.0.2 |
Financial simulation and inference |
2025-01-10 18:26:26 |
| 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 |