dx | DX Analytics Financial and Derivatives Analytics

by yhilpisch Jupyter Notebook Version: Current License: AGPL-3.0

X-Ray Key Features Code Snippets(3)Community Discussions Vulnerabilities Install Support

kandi X-RAY | dx Summary

dx is a Jupyter Notebook library. dx has no bugs, it has no vulnerabilities, it has a Strong Copyleft License and it has low support. You can download it from GitHub.

Although the focus of DX Analytics lies on the simulation and valuation of derivatives instruments and portfolios composed thereof, there is still "so much" missing alone in this particular area (given the broadness of the field) that a comprehensive list of missing pieces is impossible to compile. Some major features missing are, for example:. To put it the other way round, the strengths of DX Analytics at the moment are the modeling, pricing and risk management of single-currency equity-based derivatives and portfolios thereof. In this regard, the library has some features to offer that are hard to find in other libraries (also commercial ones). In that sense, the current version of DX Analytics is the beginning of a larger project for developing a full-fledged derivatives analytics suite — hopefully with the support of the Python Quant Finance community. If you find something missing that you think would be of benefit for all users, just let us know.

Support

Quality

Security

License

Reuse

Support

dx has a low active ecosystem.

It has 553 star(s) with 262 fork(s). There are 78 watchers for this library.

It had no major release in the last 6 months.

There are 0 open issues and 4 have been closed. On average issues are closed in 687 days. There are 2 open pull requests and 0 closed requests.

It has a neutral sentiment in the developer community.

The latest version of dx is current.

Quality

dx has no bugs reported.

Security

dx has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

dx is licensed under the AGPL-3.0 License. This license is Strong Copyleft.

Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

Reuse

dx releases are not available. You will need to build from source code and install.

Installation instructions, examples and code snippets are available.

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dx Key Features

No Key Features are available at this moment for dx.

dx Examples and Code Snippets

Gradient of gradients .

python

Lines of Code : 142

License : Non-SPDX (Apache License 2.0)

Copy

def gradients_v2(ys,  # pylint: disable=invalid-name
                 xs,
                 grad_ys=None,
                 name="gradients",
                 gate_gradients=False,
                 aggregation_method=None,
                 stop_gradien

Calculate gradients .

python

Lines of Code : 129

License : Non-SPDX (Apache License 2.0)

Copy

def gradients(ys,
              xs,
              grad_ys=None,
              name="gradients",
              colocate_gradients_with_ops=False,
              gate_gradients=False,
              aggregation_method=None,
              stop_gradients=N

Compute the Jacobian of the Jacobian .

python

Lines of Code : 76

License : Non-SPDX (Apache License 2.0)

Copy

def _compute_theoretical_jacobian(x, x_shape, x_data, dy, dy_shape, dx,
                                  extra_feed_dict):
  """Computes the theoretical Jacobian for dy/dx.

  Computes the theoretical Jacobian using the ops generated by
  compute_gr

Community Discussions

No Community Discussions are available at this moment for dx.Refer to stack overflow page for discussions.

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install dx

One of the most simple and efficient ways to start using DX Analytics is by registering for the Quant Platform under http://pqp.io.

Support

Yves Hilpisch, the author of DX Analytics, is managing partner of The Python Quants GmbH (Germany). The group provides professional support for the DX Analytics library. For inquiries in this regard contact dx@tpq.io.

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