Alternatives and similar repositories for stochPathSim

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

• nburgessx / QuantResearch
  Quant Research
  ☆90Updated last month
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆118Updated 3 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 8 months ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated last year
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆41Updated 11 months ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 3 years ago
• chenenen13 / Trading-Strategies
  ☆82Updated 10 months ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆46Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆125Updated 2 weeks ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆90Updated 7 months ago
• quantgirluk / Understanding-Quantitative-Finance
  📒 A collection of notes exploring Quantitative Finance concepts with Python
  ☆88Updated last month
• deepintomlf / mlfbook
  ☆74Updated 4 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆45Updated 2 years ago
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆15Updated 3 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated last month
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆58Updated this week
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆52Updated 6 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆129Updated last year
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆46Updated 4 years ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆21Updated 2 months ago
• niknow / machine-learning-examples
  ☆25Updated 6 months ago
• JackJacquier / python-for-finance
  Python for Finance module for Imperial MSc in Mathematics and Finance
  ☆106Updated this week
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 11 months ago
• JackJacquier / Heston-normal-and-rough
  European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
  ☆22Updated 5 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆32Updated last year
• andrequant / MPT_BlackLitterman
  Implementation of Modern Portfolio Theory and Black Litterman Model
  ☆18Updated 3 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆69Updated last year
• 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…
  ☆30Updated 4 years ago