Name | Version | Summary | date |
stochvolmodels |
1.0.30 |
Implementation of stochastic volatility models for option pricing |
2025-07-19 14:03:59 |
realized-library |
0.1.1 |
A Python package for high-frequency econometrics estimators |
2025-07-15 01:08:05 |
volatility3 |
2.8.0 |
Memory forensics framework |
2024-10-09 22:25:05 |
OptionGreeksGPU |
2.0.0 |
GPU / Machine code - accelerated computation of option Greeks |
2024-04-30 20:41:57 |
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 |
0.1.2 |
Provide VIX Cash and Futures Term Structure as Pandas dataframes |
2023-03-13 14:16:02 |