Използването на алгоритми при търговия е скрит коз на хедж фондовете и банките. Python е на път да отключи тайните и за обикновените хора. Дори Goldman Sachs имат инструмент с отворен код.
В тази статия ще намериш 16 библиотеки, с които можеш да отвориш черната кутия. Някои ще обсъдя в следващи статии.
# 1 – OpenBB Terminal
Терминал за проучвания и анализи. Нещо като BB Terminal с отворен код.
OpenBB (this link opens in a new window) by OpenBB-finance (this link opens in a new window)
Investment Research for Everyone, Everywhere.
# 2 – PyQL
Порт на QuantLib.
pyql (this link opens in a new window) by enthought (this link opens in a new window)
Cython QuantLib wrappers
# 3 – vollib
Изчисляване на цени на опции, подразбираща се волатилност и greeks.
vollib (this link opens in a new window) by vollib (this link opens in a new window)
Fundamentally a swig/python wrapper around Peter Jaeckel’s lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.
# 4 – QuantPy
Фреймуърк за квантитативни финанси.
Finance-Python (this link opens in a new window) by alpha-miner (this link opens in a new window)
python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
# 5 – ffn
Финансови функции.
ffn (this link opens in a new window) by pmorissette (this link opens in a new window)
ffn – a financial function library for Python
# 6 – pynance
Събиране и анализ на финансови данни.
pynance (this link opens in a new window) by GriffinAustin (this link opens in a new window)
Lightweight Python library for assembling and analysing financial data
7 – pysabr
SABR имплементация.
pysabr (this link opens in a new window) by ynouri (this link opens in a new window)
SABR model Python implementation
# 8 – FinancePy
Финансова библиотека за ценообразуване и управление на риск на финансови деривати, включително деривати с фиксиран доход, валута и кредитни деривати.
FinancePy (this link opens in a new window) by domokane (this link opens in a new window)
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
# 9 – gs-quant
Тулкит за квантитативни финанси.
gs-quant (this link opens in a new window) by goldmansachs (this link opens in a new window)
Python toolkit for quantitative finance
# 10 – willowtree
Анализ и ценообразуване за деривати.
willowtree (this link opens in a new window) by federicomariamassari (this link opens in a new window)
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
# 11 – financial-engineering
Група от Монте Карло методи.
financial-engineering (this link opens in a new window) by federicomariamassari (this link opens in a new window)
Applications of Monte Carlo methods to financial engineering projects, in Python.
# 12 – optlib
Финансови вериги и опции.
optlib (this link opens in a new window) by dbrojas (this link opens in a new window)
A library for financial options pricing written in Python.
# 13 – tf-quant-finance
TensorFlow за квантитативни финанси.
tf-quant-finance (this link opens in a new window) by google (this link opens in a new window)
High-performance TensorFlow library for quantitative finance.
# 14 – Q-Fin
Математически финанси.
Q-Fin (this link opens in a new window) by romanmichaelpaolucci (this link opens in a new window)
A Python library for mathematical finance
# 15 – Quantsbin
Ценообразуване и чертане на цени за ванилия опции, гръцки и различни други анализи около тях.
Quantsbin (this link opens in a new window) by quantsbin (this link opens in a new window)
Quantitative Finance tools
# 16 – finoptions
Пълна имплементация на R fOptions с частична имплементация на fExoticOptions за ценообразуване на различни опции.
