Alternatives and similar repositories for BLPInterface

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

• kyuni22 / pybbg
  Bloomberg Open API with pandas
  ☆101Updated 3 years ago
• alex314159 / blpapiwrapper
  Simple Python wrapper for the Python Open Bloomberg API
  ☆104Updated 2 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆66Updated 5 years ago
• bpsmith / pybbg
  Python interface to Bloomberg COM APIs
  ☆53Updated 10 years ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 5 years ago
• matthewgilbert / pdblp
  pandas wrapper for Bloomberg Open API
  ☆245Updated 4 months ago
• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆117Updated 4 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆156Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆145Updated 3 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 8 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• matthewgilbert / blp
  Pythonic interface for Bloomberg Open API
  ☆127Updated 2 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆131Updated this week
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆131Updated 4 years ago
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆24Updated 6 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆121Updated last year
• pbharrin / alpha-compiler
  ☆44Updated 11 months ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆47Updated last week
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 3 months ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 8 years ago
• StevenDowney86 / Public_Research_and_Backtests
  Research and Backtests I have been working on...enjoy
  ☆70Updated 4 years ago
• gzj1992 / Portfolio_Construction
  Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
  ☆40Updated 7 years ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆42Updated 3 years ago
• denhartog / quantstart-backtester
  ☆45Updated 10 years ago