Python Quant Finance: 280+ Algorithms
280 runnable Python implementations for quant finance
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Amber

Python Quant Finance: 280+ Algorithms - 280 runnable Python implementations for quant finance

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A complete Python quantitative finance library — 280 standalone runnable .py files covering options pricing (Black-Scholes, Heston, SABR), portfolio optimization (Markowitz, HRP, Black-Litterman), ML/AI trading (LSTM, XGBoost, RL), risk management (VaR, CVaR), fixed income, DeFi/crypto, and more. Each algorithm has a companion DOCX tutorial with formulas and charts. All code is in English, globally applicable.

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Amber
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Hey Product Hunt! I built this Python quant finance library after struggling to find clean, runnable implementations all in one place. 280 standalone .py files covering every major quant topic — options, portfolio optimization, ML/AI trading, risk management, fixed income, and DeFi. Each algorithm has a companion tutorial document with the math, charts, and explanations. Would love feedback from the quant and finance community here!