Alternatives and similar repositories for DerivativesWithQuantLib

Users that are interested in DerivativesWithQuantLib are comparing it to the libraries listed below

• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago
• phonegapX / sustecher
  Alpha研究平台
  ☆21Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• Msfund / CTA_factor_backtrade
  ☆15Updated 7 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆126Updated 5 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆47Updated 8 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆22Updated 5 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆66Updated 3 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆36Updated 5 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 6 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 7 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆27Updated 4 years ago
• rickyall / wolfquant
  重新造轮子构建投资组合框架，适合大类资产配置和股票交易。
  ☆52Updated 7 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated 2 years ago
• quantasset / factorset
  factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。
  ☆40Updated 7 years ago
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆22Updated 7 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆92Updated 6 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆21Updated 2 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆112Updated 6 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 4 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆29Updated last week
• xurendong / derivx
  DerivX Core Library
  ☆20Updated last year
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆69Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆86Updated 6 years ago
• srjrzd / SRTP
  用SVM构建高频交易策略
  ☆13Updated 6 years ago
• Ktry1991 / quant
  量化交易策略-多行业协整配对交易策略
  ☆25Updated 7 years ago
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆46Updated 5 years ago