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Pinned

  1. StochVolModels StochVolModels Public

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

    Python 108 23

  2. QuantInvestStrats QuantInvestStrats Public

    Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

    Python 83 11