| Name | Version | Summary | date |
| stochvolmodels |
1.0.17 |
Implementation of stochastic volatility models for option pricing |
2024-04-14 15:39:38 |
| option-chain-analytics |
1.0.13 |
Implementation of visualisation and reporting analytics for Quantitative Investment Strategies |
2024-03-03 12:36:49 |
| OptionGreeksGPU |
1.0.0 |
GPU-accelerated computation of option Greeks |
2024-02-29 03:57:29 |
| volatility3 |
2.5.2 |
Memory forensics framework |
2024-01-31 21:35:34 |
| parametricGarch |
0.0.6 |
Parametric Bootstrapping via the GARCH model |
2023-07-11 09:04:27 |
| optimalfolios |
1.0.2 |
Simulation and backtesting of optimal portfolios |
2023-07-08 21:02:57 |
| vix-utils |
0.1.4 |
Provide VIX Cash and Futures Term Structure as Pandas dataframes |
2023-07-05 21:43:53 |
| vix_utils |
0.1.2 |
Provide VIX Cash and Futures Term Structure as Pandas dataframes |
2023-03-13 14:16:02 |