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marcdemers/py_vollib_vectorized · MMO ALL

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marcdemers

marcdemers

marcdemers/py_vollib_vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

162

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MIT

License

Python

Language

Nov 3, 2020

Created

Dec 2, 2024

Last pushed

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Topics

finance finance-application greeks implied-volatility pandas py-vollib speedups trading trading-bot vectorization volatility volatility-modeling

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