Alternatives and similar repositories for stochPathSim

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

• chenenen13 / Trading-Strategies
  ☆85Updated last year
• niknow / machine-learning-examples
  ☆25Updated 8 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆95Updated 3 weeks ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆40Updated this week
• 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
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆125Updated 2 months ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated this week
• quantgirluk / Understanding-Quantitative-Finance
  📒 A collection of notes exploring Quantitative Finance concepts with Python
  ☆91Updated 3 months 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…
  ☆30Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆154Updated last week
• yatshunlee / CAViaR
  Measure market risk by CAViaR model
  ☆15Updated 11 months ago
• QuantLet / MLvsGARCH
  ☆20Updated 10 months ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆33Updated last year
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆42Updated 6 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 4 years ago
• andrequant / MPT_BlackLitterman
  Implementation of Modern Portfolio Theory and Black Litterman Model
  ☆18Updated 3 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆135Updated last year
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated 2 years ago
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated last year
• hmssantos / PythonFinanceAI
  A collection of Python notebooks demonstrating the integration of AI with financial strategies.
  ☆18Updated 4 months ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• aakashagarwal778 / optionpricing_toolkit
  ☆11Updated 9 months ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆101Updated 9 months ago
• Pangjing-Wu / market-style-rotation-analysis
  Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.
  ☆26Updated 4 years ago
• nburgessx / OxfordMBA
  Financial Strategy Resources
  ☆17Updated 3 years ago
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆43Updated 11 months ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆125Updated last year