davidalmeida90 / quant-models
git clone https://github.com/davidalmeida90/quant-models.git
Open-source quantitative finance models in Python: option pricing and Greeks, volatility surfaces, deep hedging, portfolio construction and Monte Carlo. Every model runs on free data, with the full write-up on davidariasfinance.com
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LanguagePython
LicenseMIT
Created2026-09-20 (1mo ago)
Last push1d ago
OwnerUser
GitHub topics
black-scholesdeep-hedgingderivativesheston-modelhierarchical-risk-paritymachine-learningmonte-carlooption-greeksoptionsoptions-tradingportfolio-optimizationpythonquantitative-financevolatility