From 31e8520199f06c2c8bf54574a1b553c4958666d2 Mon Sep 17 00:00:00 2001 From: Keenan-ux Date: Mon, 20 Jul 2026 06:57:29 -0400 Subject: [PATCH] Add implied-expectations (reverse DCF / expectations investing) (#444) Co-authored-by: Keenan-ux <262187541+Keenan-ux@users.noreply.github.com> --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index d55f917..391a771 100644 --- a/README.md +++ b/README.md @@ -85,6 +85,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [optionlab](https://github.com/rgaveiga/optionlab) - `Python` - A Python library for evaluating option trading strategies. - [flashalpha](https://github.com/FlashAlpha-lab/flashalpha-python) - `Python` - Python client for the FlashAlpha options analytics API. - [QuantOracle](https://github.com/QuantOracledev/quantoracle) - `Python` - Free quant finance API with 63 deterministic endpoints + 15 free interactive calculators at [quantoracle.dev](https://quantoracle.dev). Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe, CAGR, crypto liquidation, impermanent loss, plus live crypto volatility/funding data and 24/7 position monitoring with webhook alerts. 1,000 free calls/day, no API key. +- [implied-expectations](https://github.com/Keenan-ux/implied-expectations) - `Python` - Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals. - [RQuantLib](https://github.com/eddelbuettel/rquantlib) - `R` - RQuantLib connects GNU R with QuantLib. - [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - `R` - Quantitative Financial Modelling Framework. [GitHub](https://github.com/joshuaulrich/quantmod) - [Rmetrics](https://www.rmetrics.org) - `R` - The premier open source software solution for teaching and training quantitative finance.