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
• 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
• danni2019 / time_series_analysis
  Just another backtester
  ☆22Updated 2 weeks ago
• Msfund / CTA_factor_backtrade
  ☆15Updated 7 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 6 years ago
• wukan1986 / LightBT
  lightweight backtester
  ☆30Updated 3 months ago
• ChannelCMT / QS
  CTA_Strategies
  ☆46Updated 8 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 …
  ☆65Updated 2 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago
• xingetouzi / jaqs-fxdayu
  jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包
  ☆126Updated 6 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 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
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆22Updated 5 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆34Updated 5 years ago
• ctpbee / ctpbee_indicator
  ctpbee里面实现的指标库, 能让你快速实现指标的计算和拿到值
  ☆15Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆143Updated 8 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
• 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…
  ☆67Updated 4 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆26Updated 4 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆86Updated 3 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆46Updated 5 years ago
• xcycharles / Stock_Strategy
  Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform
  ☆16Updated 5 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆97Updated 5 years ago
• omnistep / OpenQuantCoding
  step by step for building an OpenQuant Trading System
  ☆11Updated 6 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 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
• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆28Updated 5 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated 2 years ago