Aqumen-Tech / aqumenlib
AqumenLib is AQumen's financial analytics SDK for pricing and risk.
☆17Updated this week
Alternatives and similar repositories for aqumenlib:
Users that are interested in aqumenlib are comparing it to the libraries listed below
- ☆49Updated 9 months ago
- Risk tools for commodities trading and finance☆28Updated 3 months ago
- ☆49Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆194Updated this week
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- By means of stochastic volatility models☆43Updated 5 years ago
- Example Python scripts for interest rate modelling and QuantLib usage☆23Updated 4 years ago
- Documentation for QuantLib-Python☆100Updated 7 months ago
- some zipline data bundles☆61Updated last year
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 4 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- ☆44Updated 9 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- Python Financial ENGineering (PyFENG package in PyPI.org)☆158Updated 4 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆71Updated 4 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Reimplementing QuantLib examples by Python☆60Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆39Updated 3 years ago
- Pythonic interface for Bloomberg Open API☆126Updated last month
- ☆53Updated 8 months ago
- ☆33Updated 7 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Macrosynergy Quant Research☆121Updated this week
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated this week
- ☆41Updated 9 years ago
- A Python implementation of the rough Bergomi model.☆118Updated 6 years ago