From 69616148bd64e27e698bf3bba00393a5f9d7c554 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Sat, 30 May 2026 17:20:57 -0300 Subject: [PATCH] Add py_vollib and direct_vola --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 56a95e2..a9d52cf 100644 --- a/README.md +++ b/README.md @@ -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. ## Commercial & Proprietary Services