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1. pyOptionPricing pyOptionPricing Public

   Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

   Python 318 33

2. pyFolio pyFolio Public

   Performance attribution analysis, value investment, original investment ideas, alpha seeking

   Jupyter Notebook 20 6

3. pyTrading pyTrading Public

   Based on the concepts in "CIMTR" and others, swing trading

   Jupyter Notebook 10 5

4. pyDataServer pyDataServer Public

   ETL tools developed to assist data and quantitative analysis. Script to interact with Oracle Toad and solve Oracle DB Out of Memory error, and run Big Oracle query & download schema seamlessly

   Python 2