Alternatives and similar repositories for Statistical-Quantitative-Methods-in-Finance

Users that are interested in Statistical-Quantitative-Methods-in-Finance are comparing it to the libraries listed below

• artemiusgreat / Quantitative-Resources
  A list of online resources for quantitative modeling, trading, portfolio management
  ☆31Updated 5 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆173Updated this week
• BBieganowski / pymicrostructure
  ☆50Updated last year
• Kroencke91 / load-stock-history-01
  Load & Query Stock Data Using OpenBB & ArcticDB
  ☆44Updated last month
• craquinterogo / quantitative_finance
  Testing Code abount quantitative finance algorithms
  ☆11Updated 5 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆141Updated last year
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆356Updated 2 months ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆196Updated last year
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆277Updated 7 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆67Updated 10 months ago
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆253Updated 7 years ago
• Quantreo / UDEMY-Advanced-CRYPTOCURRENCIES-strategies-for-Algorithmic-tradinhg-2022
  ☆26Updated last year
• quant-science / vectorbt_backtesting
  ☆45Updated 2 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆59Updated 2 months ago
• bbcho / finoptions-dev
  ☆294Updated 2 years ago
• Zhenfeng-Liang / FX_Modeling_N_Market_Making
  ☆11Updated 10 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆204Updated this week
• federicomariamassari / willowtree
  Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  ☆339Updated 7 years ago
• pyquantnews / PyQuant-Newsletter
  Code notebooks from the PyQuant Newsletter
  ☆55Updated last week
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆154Updated 3 years ago
• Quantreo / Alpha-Quant-Course
  ☆95Updated 3 months ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆86Updated last week
• MiaDor12 / Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
  Features and labels engineering of raw data of quotes of several stocks.
  ☆32Updated 6 years ago
• chenenen13 / Trading-Strategies
  ☆85Updated last year
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆67Updated last year
• alkalescent / hyperdrive
  algorithmic trading using machine learning
  ☆155Updated last week
• AmineAndam04 / Algorithmic-trading
  Trading Algorithms using technical indicators
  ☆33Updated 5 years ago
• cryptarbitrage-code / deribit-position-greeks
  ☆46Updated 3 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated this week