280 runnable Python implementations for quant finance
A complete Python quantitative finance library — 280 standalone runnablepy files covering options pricing (Black-Scholes, Heston, SABR), portfolio optimization (Markowitz, HRP, Black-Litterman), ML/AI trading (LSTM, XGBoost, RL), risk management (VaR, CVaR), fixed income, DeFi/crypto, and more. Each algorithm has a companion DOCX tutorial with formulas and charts. All code is in English, globally applicable.
