Alternatives and similar repositories for ibstract

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

• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆22Updated 4 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆36Updated 8 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 5 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• Quantmatic / amipy
  very fast python backtesting framework based on amibroker backtesting methodology
  ☆40Updated 7 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 6 years ago
• spawnaga / ES_futures_options
  ☆5Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 7 years ago
• yedivanseven / Commodities
  Modeling the volatility of commodity futures Indices
  ☆14Updated 8 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 7 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• jasonstrimpel / optionslib
  ☆10Updated 10 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• romanmichaelpaolucci / Automatic_Portfolio_Optimization
  A pipeline to optimize a portfolio of assets and test it against unseen data.
  ☆14Updated 5 years ago
• coltonfsmith / BlogProjects
  ☆20Updated 5 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 10 years ago
• femtotrader / barchart-ondemand-client-python
  ☆14Updated 9 years ago
• ejpjapan / opt_trade
  Volatility trading
  ☆22Updated 8 months ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆36Updated last year
• nakulnayyar / ML-KNearest-VXX
  Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
  ☆15Updated 9 years ago