Search Packages

thetadata

Python client library for ThetaData market data APIs

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

qwed-finance

Deterministic verification middleware for banking and financial AI. NPV, IRR, loan amortization, and interest calculations with QWED precision.

langchain-quantoracle

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

nsedt

Library to collect NSE data

cutebacktests

Backtesting runtime for historical and intraday options strategies with DuckDB, market-data adapters, and opening-range profiles.

cftc-cot

Downloader for official CFTC Commitments of Traders (COT) report archives and explanatory notes

optionspricerlib

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

exotx

Python library for pricing autocallables

calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

ecofin

EcoFin is a quantitative economic library