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
• Msfund / CTA_factor_backtrade
  ☆15Updated 6 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆21Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• ppoak / BearAlpha
  Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…
  ☆16Updated 2 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆15Updated 6 years ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 3 months ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆64Updated 5 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆26Updated last week
• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆23Updated 4 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• JVfisher / gammascalping
  实行gamma scalping策略时的期权组合选择工具
  ☆15Updated 6 years ago
• phonegapX / sustecher
  Alpha研究平台
  ☆19Updated 3 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆40Updated 7 years ago
• rrrrhhhh123 / CTA_backtesting
  Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…
  ☆11Updated 7 years ago
• henryguoziheng / Value-at-Risk-Calculator
  This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.
  ☆18Updated 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
  ☆121Updated 4 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆34Updated 4 years ago
• evelynpurse / CTA_summary
  Testing trading signals of commodity futures
  ☆16Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 years ago
• ququcai / volatility_smile
  计算上证50ETF期权隐含波动率并验证波动率微笑
  ☆32Updated 6 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…
  ☆20Updated 6 years ago
• anthonyng2 / Time-Series-Momentum
  ☆17Updated 8 years ago
• ZhiwenZuo / Multi-factor-stock-selection-model
  A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …
  ☆15Updated 6 years ago