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py-vollib-vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

oipd

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

dquant

DQuant is an open-source Python library for automated volatility forecasting of financial time series.

stochvolmodels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

ondil

A package for online distributional learning.

rolch

A package for online distributional learning.

py-vol-surface

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

fintda

An example package. Generated with cookiecutter-pylibrary.

gjr-garch-x

GJR-GARCH models with exogenous regressors in the variance equation