PyPI
ArturSepp/QuantInvestStrats
qis - performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python.
MIT5 sept 2026 · métricas 2.10.0
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#volatility
Todos los repositorios del registro público que llevan esta etiqueta, procedente de sus topics de GitHub o de las palabras clave que publican sus registros de paquetes. La salud se mide con la misma metodología versionada que el resto del registro.
7 registros
PyPI
bashtage/arch
ARCH models in Python
Licencia propia13 ago 2026 · métricas 2.10.0
crates.io
joaquinbejar/OptionStratLib
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
MIT22 ago 2026 · métricas 2.10.0
crates.io · PyPI · npm
rust-dd/stochastic-rs
High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.
MIT27 jul 2026 · métricas 2.10.0
crates.io
org-regit-io/regit-svi
Arbitrage-free SVI volatility surfaces in pure Rust — Raw, Jump-Wings & SSVI parametrisations, quasi-explicit & Levenberg-Marquardt calibration, butterfly & calendar-spread arbitrage checks. All math hand-rolled from primary sources. Zero dependencies. Part of the Regit OS, the operating system for investment products.
Apache-2.05 ago 2026 · métricas 2.10.0
crates.io · PyPI
volsurf-rs/volsurf
Production-quality volatility surface library for Rust
Apache-2.022 ago 2026 · métricas 2.10.0
PyPI
bukosabino/ta
Technical Analysis Library using Pandas and Numpy
MIT12 ago 2026 · métricas 2.10.0