9.9. Supercharged resources/packages¶
A compendium of great python 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 |
---|---|---|
streamlit, plotly, and shiny |
Building interactive graphs, dashboards, and apps! |
|
OpenBloomberg |
85% of a Bloomberg terminal for free, see the tweet below for a preview. |
|
pandas-datareader |
Import a ton of data |
|
auto-sklearn |
Automated Machine Learning with scikit-learn |
|
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. |
|
PyQL |
QuantLib’s Python port. |
|
QuantPy |
A framework for quantitative finance In python. |
|
vollib |
Calculating option prices, implied volatility, and greeks |
|
Finance-Python |
Python tools for Finance |
|
ffn |
A financial function library for Python. |
|
pynance |
Lightweight Python library for assembling and analysing financial data. |
|
pysabr |
SABR model Python implementation. |
|
FinancePy |
Focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. |
|
gs-quant |
Goldman-Sachs toolkit for quantitative finance |
|
willowtree |
Willow tree lattice for derivatives pricing. |
|
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. |
|
tf-quant-finance |
High-performance TensorFlow library for quantitative finance. |
|
Q-Fin |
A Python library for mathematical finance. |
|
Quantsbin |
Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them. |
|
finoptions |
Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options. |
|
AssayingAnomolies |
Quickly check if your signal generates alpha |
|
usaddress and probablepeople |
Parsing messy names (people, address, firms) |
https://github.com/datamade?q=&type=all&language=&sort=stargazers |
SRAF |
Textual analysis resources, designed for business text. |
OpenBBTerminal
This Twitter thread has a nice preview of the OpenBBTerminal package, and you can find more in the official GitHub documentation.
A Bloomberg subscription costs $24,000 per year.
— Shravan Venkataraman 🔥🚀💰 (@theBuoyantMan) August 14, 2022
But you can get nearly 85% of its features for free.
It's through an app called Open Bloomberg (aka OpenBB)
Here's how:
🧵