9.6. Supercharged resources

A compendium of great packages you can use, now that you have the skills needed to access the info below.

Please suggest others if you see something cool!

Package

Description

Where

OpenBloomberg

85% of a Bloomberg terminal for free

https://github.com/OpenBB-finance/OpenBBTerminal

auto-sklearn

Automated Machine Learning with scikit-learn

https://github.com/automl/auto-sklearn

Open Source Asset Pricing

Data for asset pricing tests and code to replicate or use. If you are interested in asset pricing or trading, this is a MUST visit. It’s so cool that this is freely available, it blows my mind.

https://www.openassetpricing.com/data/

PyQL

QuantLib’s Python port.

https://github.com/enthought/pyql

QuantPy

A framework for quantitative finance In python.

https://github.com/jsmidt/QuantPy

vollib

Calculating option prices, implied volatility, and greeks

https://github.com/vollib/vollib

Finance-Python

Python tools for Finance

https://github.com/alpha-miner/Finance-Python

ffn

A financial function library for Python.

https://github.com/pmorissette/ffn

pynance

Lightweight Python library for assembling and analysing financial data.

https://github.com/GriffinAustin/pynance

pysabr

SABR model Python implementation.

https://github.com/ynouri/pysabr

FinancePy

Focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

https://github.com/domokane/FinancePy

gs-quant

Goldman-Sachs toolkit for quantitative finance

https://github.com/goldmansachs/gs-quant

willowtree

Willow tree lattice for derivatives pricing.

https://github.com/federicomariamassari/willowtree

financial-engineering

Applications of Monte Carlo methods to financial engineering projects

https://github.com/federicomariamassari/financial-engineering

optlib

A library for financial options pricing written in Python.

https://github.com/dbrojas/optlib

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

https://github.com/google/tf-quant-finance

Q-Fin

A Python library for mathematical finance.

https://github.com/RomanMichaelPaolucci/Q-Fin

Quantsbin

Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them.

https://github.com/quantsbin/Quantsbin

finoptions

Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.

https://github.com/bbcho/finoptions-dev