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Published 20 hours ago • verified publisher icon wilsonfreitas
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A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

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Adding resources about fast risks calculation in C++ and Python

Added references to: - Website with background and resources on automatic differentiation: https://auto-differentiation.github.io/ - QuantLibRisks in C++ and Python - XAD in Python (AAD Library): https://pypi.org/project/xad/ - XAD in C++:...

auto-differentiation-dev avatar auto-differentiation-dev

Tt

sachintracker avatar sachintracker

Add recommendation.ipynb notebook

jatinkumar604 avatar jatinkumar604

functime

I believe functime would be a good addition for python: https://docs.functime.ai/ Faster than tsfresh. HT: some quant data provider recommended and I love it

damon-chem-e avatar damon-chem-e

Recommended Additions

Love this repo, here's a couple additional pricing frameworks for exotic derivatives: Python: https://github.com/jkirkby3/fypy Matlab: https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab

jkirkby3 avatar jkirkby3

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verified publisher icon wilsonfreitas

Metadata

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

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