Empyrical: Common financial risk and performance metrics in Python Lots of quantitative risk metrics for analyzing your backtest and trading performance. Created by Quantopian for
Quant Finance Numerical Methods in Jupyter Notebooks This is a collection of¬†Jupyter notebooks¬†based on different topics in the area of quantitative finance. Wow!
Fast Implied Volatilities using Chebyshev Interpolation Calculating Black-Scholes implied volatilities is a key part of financial modelling, and is not easy to do efficiently. The