5 projects
mathpf
Numerically stable special functions and primitives (Mills ratio, normalised moment averages, etc.)
lets-be-precise
Numerically precise Black-Scholes pricing and implied-volatility primitives.
pyfeng
Python Financial Engineering
mafn-pypackagetest
Risk parity portfolio via the improved CCD method (Choi & Chen, 2022)
quants-net
Quants Net Python
