From fb94f560a48e58e9bc096a944f7daacd0df35480 Mon Sep 17 00:00:00 2001 From: silvavn <37382997+silvavn@users.noreply.github.com> Date: Thu, 18 Feb 2021 11:38:08 -0800 Subject: [PATCH 1/3] Included Eiten --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 8b1501e..bb02809 100644 --- a/README.md +++ b/README.md @@ -81,6 +81,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. +- [Eiten](https://github.com/tradytics/eiten) - Algorithmic Investing Strategies for Everyone - [riskparity.py](https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0 - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) - [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies. From 2bc4a14750373e6380a80ba75464793bd9810bec Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 18 Mar 2021 12:48:43 -0300 Subject: [PATCH 2/3] Update README.md --- README.md | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/README.md b/README.md index 8b1501e..3fce386 100644 --- a/README.md +++ b/README.md @@ -48,6 +48,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [FinancePy](https://github.com/domokane/FinancePy) - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. - [FinancePy-Examples](https://github.com/domokane/FinancePy-Examples) - Examples of how to use FinancePy - [gs-quant](https://github.com/goldmansachs/gs-quant) - Python toolkit for quantitative finance +- [willowtree](https://github.com/federicomariamassari/willowtree) - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. +- [financial-engineering](https://github.com/federicomariamassari/financial-engineering) - Applications of Monte Carlo methods to financial engineering projects, in Python. +- [optlib](https://github.com/dbrojas/optlib) - A library for financial options pricing written in Python. ### Indicators - [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. @@ -358,3 +361,5 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. - [fecon235](https://github.com/rsvp/fecon235) - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. - [Quantitative-Notebooks](https://github.com/LongOnly/Quantitative-Notebooks) - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy +- [FinanceHub](https://github.com/Finance-Hub/FinanceHub) - Resources for Quantitative Finance +- [Python_Option_Pricing](https://github.com/dedwards25/Python_Option_Pricing) - An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options. From 3d01a882a29f23a6aa2b735bca106963699b6b02 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Wed, 24 Mar 2021 17:38:46 -0300 Subject: [PATCH 3/3] Update README.md --- README.md | 1 - 1 file changed, 1 deletion(-) diff --git a/README.md b/README.md index 3fce386..0bfb90d 100644 --- a/README.md +++ b/README.md @@ -46,7 +46,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library. - [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation. - [FinancePy](https://github.com/domokane/FinancePy) - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. -- [FinancePy-Examples](https://github.com/domokane/FinancePy-Examples) - Examples of how to use FinancePy - [gs-quant](https://github.com/goldmansachs/gs-quant) - Python toolkit for quantitative finance - [willowtree](https://github.com/federicomariamassari/willowtree) - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. - [financial-engineering](https://github.com/federicomariamassari/financial-engineering) - Applications of Monte Carlo methods to financial engineering projects, in Python.