From 9c9cf9273715435ea4ddfd2d570770a1a78edfc2 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Mon, 14 Oct 2024 06:15:21 -0300 Subject: [PATCH] quarto updated --- site/index.qmd | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/site/index.qmd b/site/index.qmd index 85901af..dfb91f7 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -58,6 +58,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis. - [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula. - [rateslib](https://github.com/attack68/rateslib) - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. +- [fypy](https://github.com/jkirkby3/fypy) - Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data. ### Indicators @@ -75,6 +76,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Blankly](https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment. - [TA-Lib](https://github.com/mrjbq7/ta-lib) - Python wrapper for TA-Lib (). - [zipline](https://github.com/quantopian/zipline) - Pythonic algorithmic trading library. +- [zipline-reloaded](https://github.com/stefan-jansen/zipline-reloaded) - Zipline, a Pythonic Algorithmic Trading Library. - [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - Python-based open source software framework designed to support portfolio construction and management. - [quantitative](https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library. - [analyzer](https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies. @@ -169,6 +171,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Factor Analysis - [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors. +- [alphalens-reloaded](https://github.com/stefan-jansen/alphalens-reloaded) - Performance analysis of predictive (alpha) stock factors. - [Spectre](https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester ### Sentiment Analysis @@ -190,6 +193,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [tsmoothie](https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way. - [pmdarima](https://github.com/alkaline-ml/pmdarima) - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function. - [gluon-ts](https://github.com/awslabs/gluon-ts) - vProbabilistic time series modeling in Python. +- [functime](https://github.com/functime-org/functime) - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data. ### Calendars @@ -272,6 +276,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [finplot](https://github.com/highfestiva/finplot) - Performant and effortless finance plotting for Python. - [finvizfinance](https://github.com/lit26/finvizfinance) - Finviz analysis python library. - [market-analy](https://github.com/maread99/market_analy) - Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot. +- [QuantInvestStrats](https://github.com/ArturSepp/QuantInvestStrats) - Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies. ## R @@ -384,6 +389,7 @@ date conversion, scaling factor values, and filtering by the specified date. ### FrameWorks - [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab. +- [PROJ_Option_Pricing_Matlab](https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab) - Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader ## Julia