Data

Tools

Indexes

Applications

Experiments

Open Source Science

quantflow

Quantitative finance and derivative pricing

https://github.com/quantmind/quantflow

Science Score: 44.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ✓
    CITATION.cff file
    Found CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ○
    Academic email domains
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (10.8%) to scientific vocabulary

Keywords

cox-ingersoll-ross finance fourier-transform heston-model option-pricing quantitative-finance stochastic-processes stochastic-volatility-models
Last synced: 6 months ago · JSON representation ·

Repository

Quantitative finance and derivative pricing

Basic Info
Statistics
  • Stars: 20
  • Watchers: 1
  • Forks: 3
  • Open Issues: 1
  • Releases: 13
Topics
cox-ingersoll-ross finance fourier-transform heston-model option-pricing quantitative-finance stochastic-processes stochastic-volatility-models
Created about 12 years ago · Last pushed 7 months ago
Metadata Files
Readme License Citation

readme.md

PyPI version Python versions Python downloads build codecov

Quantitative analysis and pricing tools.

Documentation is available as quantflow jupyter book.

Installation

bash pip install quantflow

btcvol

Modules

Command line tools

The command line tools are available when installing with the extra cli and data dependencies.

bash pip install quantflow[cli,data]

It is possible to use the command line tool qf to download data and run pricing and calibration scripts.

Owner

  • Name: Quantmind
  • Login: quantmind
  • Kind: organization
  • Email: info@quantmind.com
  • Location: London UK

Quantitative data analysis - Quantitative Finance - Visualizations - Web application development

Citation (CITATION.cff) 

# This CITATION.cff file was generated with cffinit.
# Visit https://bit.ly/cffinit to generate yours today!

cff-version: 1.2.0
title: quantflow
message: >-
  If you use this software, please cite it using the
  metadata from this file.
type: software
authors:
  - given-names: Luca
    family-names: Sbardella
    email: luca@quantmind.com
  - name: quantmind
repository-code: 'https://github.com/quantmind/quantflow'
url: 'https://quantmind.github.io/quantflow/'
abstract: Quantitative finance and derivative pricing
keywords:
  - finance
  - option-pricing
  - quantitative-finance
  - timeseries
license: BSD-3-Clause

GitHub Events

Total
  • Create event: 31
  • Issues event: 1
  • Release event: 6
  • Watch event: 10
  • Delete event: 26
  • Issue comment event: 21
  • Push event: 156
  • Pull request event: 47
  • Fork event: 2
Last Year
  • Create event: 31
  • Issues event: 1
  • Release event: 6
  • Watch event: 10
  • Delete event: 26
  • Issue comment event: 21
  • Push event: 156
  • Pull request event: 47
  • Fork event: 2

Issues and Pull Requests

Last synced: 6 months ago

All Time
  • Total issues: 0
  • Total pull requests: 12
  • Average time to close issues: N/A
  • Average time to close pull requests: about 8 hours
  • Total issue authors: 0
  • Total pull request authors: 1
  • Average comments per issue: 0
  • Average comments per pull request: 0.92
  • Merged pull requests: 11
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 12
  • Average time to close issues: N/A
  • Average time to close pull requests: about 8 hours
  • Issue authors: 0
  • Pull request authors: 1
  • Average comments per issue: 0
  • Average comments per pull request: 0.92
  • Merged pull requests: 11
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • lsbardel (1)
Pull Request Authors
  • lsbardel (25)
Top Labels
Issue Labels
Pull Request Labels

Dependencies

.github/workflows/build.yml actions
  • actions/checkout v2 composite
  • actions/setup-python v2 composite
  • ncipollo/release-action v1 composite
.github/workflows/update.yml actions
  • actions/checkout v2 composite
  • actions/setup-python v2 composite
  • peter-evans/create-pull-request v3 composite
poetry.lock pypi
  • 163 dependencies
pyproject.toml pypi
  • aiohttp ^3.8.1
  • numpy ^1.22.3
  • pandas ^1.4.2
  • python ^3.10,<4
  • scipy ^1.8.0