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Cython QuantLib wrappers
The main features of enthought/pyql are: Financial Analytics, Financial Analytics Tools, Financial Instruments and Pricing, Cross-Language Frameworks, Python Libraries.
Projects with overlapping indexed features include: pmorissette/ffn — ffn - a financial function library for Python. pazzo83/quantlib.jl — Quantlib implementation in pure Julia. mrjbq7/ta-lib — This project is a Python wrapper for the TA-Lib C library, serving as a financial technical analysis library and… domokane/financepy — A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including… google/tf-quant-finance — This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk… quantopian/pyfolio — Portfolio and risk analytics in Python.
This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk management. It serves as a financial derivative pricing engine, a model calibration tool, and a hardware-accelerated math library for numerical tasks. The library provides specialized capabilities for pricing financial assets using standard models and American option logic, as well as calibrating pricing models to market data through local volatility. It includes tools for constructing yield curves via bootstrapping algorithms and monotone convex interpolation. The framework covers a
This project is a Python wrapper for the TA-Lib C library, serving as a financial technical analysis library and quantitative trading tool. It provides a collection of mathematical functions designed to analyze market price movements, identify trading signals, and recognize candlestick patterns within financial data. The library focuses on the computation of trend, momentum, and volume metrics. It includes specialized tools for candlestick pattern recognition to detect recurring price action shapes in both historical and real-time data. The system integrates with NumPy arrays to process cont
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
