| _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)} | _{Black Scholes and Copula.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)} | _{The economics of futures, futures, options, and swaps.} | _{2/9/16 5:30} | _{4/6/21 20:49} | _8.0 | _{:heavy_check_mark:} | | | _{[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)} | _{Volatility derivatives analytics.} | _{10/21/16 4:12} | _{2/22/21 13:32} | _79.0 | _{:heavy_check_mark:} | | | _{[tda-api](https://github.com/alexgolec/tda-api)} | _NEW | _{2020-04-03 21:19:12} | _{2021-04-12 03:12:03} | _649.0 | _{:heavy_check_mark:} | | | _{[Strata](https://github.com/OpenGamma/Strata)} | _NEW | _{2014-06-16 11:45:55} | _{2021-04-12 06:32:06} | _607.0 | _{:heavy_check_mark:} | | | _{[FinanceDatabase](https://github.com/JerBouma/FinanceDatabase)} | _NEW | _{2021-01-28 18:36:09} | _{2021-04-08 11:10:46} | _595.0 | _{:heavy_check_mark:} | | | _{[gs-quant](https://github.com/goldmansachs/gs-quant)} | _NEW | _{2018-12-14 21:10:40} | _{2021-03-25 15:33:58} | _584.0 | _{:heavy_check_mark:} | | | _{[wallstreet](https://github.com/mcdallas/wallstreet)} | _NEW | _{2016-01-20 22:03:39} | _{2019-08-09 23:14:52} | _570.0 | _{:heavy_check_mark:} | | | _{[algotrader](https://github.com/torreyleonard/algotrader)} | _NEW | _{2018-04-10 02:31:26} | _{2020-08-27 08:16:44} | _477.0 | _{:heavy_check_mark:} | | | _{[FinancePy](https://github.com/domokane/FinancePy)} | _NEW | _{2019-10-27 15:04:56} | _{2021-03-11 21:40:14} | _441.0 | _{:heavy_check_mark:} | | | _{[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)} | _{Callable Bond, Hull White.} | _{6/6/18 22:06} | _{6/6/18 22:27} | _4.0 | _{:heavy_multiplication_x:} | | | _{[optopsy](https://github.com/michaelchu/optopsy)} | _NEW | _{2017-09-17 01:49:54} | _{2020-12-07 17:00:58} | _393.0 | _{:heavy_check_mark:} | | | _{[StockSharp](https://github.com/StockSharp/StockSharp)} | _NEW | _{2014-12-08 07:53:44} | _{2021-04-07 10:55:36} | _3924.0 | _{:heavy_check_mark:} | | | _{[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)} | _{Derivative analytics with Python.} | _{7/9/15 12:27} | _{2/22/21 13:29} | _388.0 | _{:heavy_check_mark:} | | | _{[akshare](https://github.com/jindaxiang/akshare)} | _NEW | _{2019-10-01 07:34:12} | _{2021-04-13 11:18:53} | _3374.0 | _{:heavy_check_mark:} | | | _{[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)} | _{Introduction to options.} | _{7/28/17 15:48} | _{3/17/21 17:17} | _335.0 | _{:heavy_check_mark:} | | | _{[Options-Trading-Strategies-in-Python](https://github.com/PyPatel/Options-Trading-Strategies-in-Python)} | _NEW | _{2017-08-30 06:00:15} | _{2019-08-21 15:47:57} | _317.0 | _{:heavy_check_mark:} | | | _{[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)} | _{Advanced derivatives.} | _{3/2/18 23:53} | _{7/17/18 23:32} | _3.0 | _{:heavy_multiplication_x:} | | | _{[tai](https://github.com/fremantle-industries/tai)} | _NEW | _{2017-07-28 03:07:18} | _{2021-04-12 22:40:47} | _273.0 | _{:heavy_check_mark:} | | | _{[QLNet](https://github.com/amaggiulli/QLNet)} | _NEW | _{2013-08-22 14:51:43} | _{2021-03-02 18:39:41} | _259.0 | _{:heavy_check_mark:} | | | _{[tf-quant-finance](https://github.com/google/tf-quant-finance)} | _NEW | _{2019-07-24 16:09:50} | _{2021-04-13 22:09:00} | _2569.0 | _{:heavy_check_mark:} | | | _{[Options_Data_Science](https://github.com/yugedata/Options_Data_Science)} | _NEW | _{2020-12-09 04:51:20} | _{2021-04-05 03:55:22} | _238.0 | _{:heavy_check_mark:} | | | _{[trading-server](https://github.com/s-brez/trading-server)} | _NEW | _{2019-03-05 03:06:19} | _{2021-03-08 02:37:08} | _209.0 | _{:heavy_check_mark:} | | | _{[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)} | _{Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.} | _{5/22/18 18:27} | _{5/22/18 18:30} | _2.0 | _{:heavy_multiplication_x:} | | | _{[trade-frame](https://github.com/rburkholder/trade-frame)} | _NEW | _{2016-07-24 15:25:30} | _{2020-11-09 01:16:46} | _188.0 | _{:heavy_check_mark:} | | | _{[quant-trading](https://github.com/je-suis-tm/quant-trading)} | _NEW | _{2018-04-03 14:08:14} | _{2021-04-13 18:37:15} | _1771.0 | _{:heavy_check_mark:} | | | _{[paperbroker](https://github.com/philipodonnell/paperbroker)} | _NEW | _{2017-07-06 02:04:51} | _{2018-04-08 18:37:57} | _175.0 | _{:heavy_multiplication_x:} | | | _{[MarketAnalysis](https://github.com/Poseyy/MarketAnalysis)} | _NEW | _{2019-03-28 19:46:34} | _{2020-08-06 05:15:46} | _170.0 | _{:heavy_check_mark:} | | | _{[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)} | _{Projects focusing on investigating simulations and computational techniques applied in finance.} | _{1/29/18 5:01} | _{8/2/18 5:56} | _17.0 | _{:heavy_multiplication_x:} | | | _{[AlgorithmicTrading](https://github.com/JerBouma/AlgorithmicTrading)} | _NEW | _{2019-03-14 09:33:37} | _{2021-02-03 22:29:07} | _168.0 | _{:heavy_check_mark:} | | | _{[openAlgo](https://github.com/mtompkins/openAlgo)} | _NEW | _{2013-05-28 14:46:53} | _{2017-03-24 20:00:24} | _160.0 | _{:heavy_multiplication_x:} | | | _{[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)} | _{Hedging portfolios with reinforcement learning.} | _{4/21/17 10:58} | _{8/2/17 21:41} | _16.0 | _{:heavy_multiplication_x:} | | | _{[huobi_futures_Python](https://github.com/hbdmapi/huobi_futures_Python)} | _NEW | _{2020-01-14 07:21:39} | _{2021-03-02 07:30:13} | _137.0 | _{:heavy_check_mark:} | | | _{[fast_arrow](https://github.com/westonplatter/fast_arrow)} | _NEW | _{2018-07-19 23:15:25} | _{2020-04-18 18:05:37} | _127.0 | _{:heavy_check_mark:} | | | _{[robin_stocks](https://github.com/jmfernandes/robin_stocks)} | _NEW | _{2018-02-23 00:49:37} | _{2021-02-27 17:48:43} | _1012.0 | _{:heavy_check_mark:} | | | _{[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)} | _{Options pricing.} | _{12/9/17 18:50} | _{7/9/18 9:48} | _1.0 | _{:heavy_multiplication_x:} | | | _{[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)} | _{Binomial tree for American call.} | _{5/18/18 18:08} | _{9/21/18 19:59} | _1.0 | _{:heavy_multiplication_x:} | | | _{[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)} | _{Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).} | _{4/29/16 3:51} | _{1/16/18 1:24} | _1.0 | _{:heavy_multiplication_x:} | |