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Add py_vollib and direct_vola

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Wilson Freitas
2026-05-30 17:20:57 -03:00
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@@ -57,6 +57,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [PyQL](https://github.com/enthought/pyql) - `Python` - QuantLib's Python port.
- [pyfin](https://github.com/opendoor-labs/pyfin) - `Python` - Basic options pricing in Python. *ARCHIVED*.
- [vollib](https://github.com/vollib/vollib) - `Python` - vollib is a python library for calculating option prices, implied volatility and greeks.
- [py_vollib](https://github.com/vollib/py_vollib) - `Python` - vollib Python implementation.
- [QuantPy](https://github.com/jsmidt/QuantPy) - `Python` - A framework for quantitative finance In python.
- [Finance-Python](https://github.com/alpha-miner/Finance-Python) - `Python` - Python tools for Finance.
- [ffn](https://github.com/pmorissette/ffn) - `Python` - A financial function library for Python.
@@ -603,6 +604,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
- [AlgoTradingLib](https://github.com/usdaud/algotradinglib.github.io) - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.
- [Portfolio Optimization Book](https://portfoliooptimizationbook.com/) - Prof. Daniel Palomar's Portfolio Optimization Book. [GitHub](https://github.com/dppalomar/pob)
- [direct_vola](https://github.com/wol-fi/direct_vola) - `Python` `R` - Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.
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