Python Quant Finance: 280+ Algorithms
280 runnable Python implementations for quant finance
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280 runnable Python implementations for quant finance
1 follower
A complete Python quantitative finance library — 280 standalone runnablepy 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.
