PyPI
ArturSepp/QuantInvestStrats
qis - performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python.
MITSep 5, 2026 · metrics 2.10.0
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Catalogue tag
#volatility
Every repository in the public record carrying this tag — from its GitHub topics or the keywords its package registries publish. Health is measured under the same versioned methodology as the rest of the record.
7 records
PyPI
bashtage/arch
ARCH models in Python
Custom licenseAug 13, 2026 · metrics 2.10.0
crates.io
joaquinbejar/OptionStratLib
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
MITAug 22, 2026 · metrics 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.
MITJul 27, 2026 · metrics 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-2.0Aug 5, 2026 · metrics 2.10.0
crates.io · PyPI
volsurf-rs/volsurf
Production-quality volatility surface library for Rust
Apache-2.0Aug 22, 2026 · metrics 2.10.0
PyPI
bukosabino/ta
Technical Analysis Library using Pandas and Numpy
MITAug 12, 2026 · metrics 2.10.0