Alternatives and similar repositories for stochPathSim:

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

• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 3 weeks ago
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 3 months ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• BaptisteZloch / Quant-Invest-Lab
  Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…
  ☆26Updated last year
• GiulioRossetti94 / PyBondLab
  ☆23Updated last week
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆41Updated last year
• mfrdixon / G-Learning-Wealth-Management
  ☆20Updated 3 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆73Updated 2 weeks ago
• MITRIDAT3 / Multiple-Curve-Construction-Study
  ☆14Updated 4 months ago
• firmai / machine-learning-for-trading
  Code for Machine Learning for Algorithmic Trading, 2nd edition.
  ☆18Updated 2 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆55Updated this week
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated last year
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 5 years ago
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆12Updated 2 years ago
• khrapovs / fangoosterlee
  Price options analytically given stock price characteristic function
  ☆15Updated 9 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆59Updated last month
• epu-ntua / Multicriteria-Portfolio-Construction-with-Python
  Source code for Multicriteria Portfolio Construction with Python
  ☆29Updated 3 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated 6 months ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• AIM-IT4 / InterestRateModelsCpp
  ☆22Updated last year
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆37Updated 11 months ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆11Updated 3 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 3 months ago
• Pangjing-Wu / market-style-rotation-analysis
  Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.
  ☆26Updated 3 years ago
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated last year
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆35Updated 2 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆68Updated 2 weeks ago
• naresh-dscience / Portfolio-Optimization-using-Genetic-Algorithm
  Portfolio optimization using Genetic algorithm.
  ☆56Updated 4 years ago
• fischlerben / Algorithmic-Trading-Project
  Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…
  ☆27Updated 4 years ago
• chenenen13 / Trading-Strategies
  ☆81Updated 2 months ago