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ranaroussi
Portfolio analytics for quants, written in Python
FinanceSkill source unconfirmed
7.3KGitHub
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Results: 19
Strata
OpenGamma
Open source analytics and market risk library from OpenGamma
FinanceSkill source unconfirmed
948GitHub
StochVolModels
ArturSepp
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
FinanceSkill source unconfirmed
234GitHub