Alternatives and similar repositories for aqumenlib

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

• OpenSourceRisk / ORE-SWIG
  ☆55Updated last year
• ntorm1 / Atlas
  ☆60Updated last year
• matthewgilbert / blp
  Pythonic interface for Bloomberg Open API
  ☆141Updated last month
• tschm / cs
  my talk for credit suisse
  ☆41Updated last week
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆299Updated last week
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated 3 years ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆92Updated last week
• lowQuant / IB-Multi-Strategy-ATS
  An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.
  ☆19Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆144Updated last year
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆132Updated last week
• gityoav / pyg
  Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy
  ☆28Updated 4 months ago
• auto-differentiation / QuantLib-Risks-Py
  Fast Risks with QuantLib in Python
  ☆17Updated last year
• shubhamcodez / Market-Impact-Model
  The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…
  ☆34Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆162Updated this week
• ZewenShen / hdp
  A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…
  ☆29Updated 5 years ago
• maread99 / market_analy
  Analysis of financial instruments
  ☆75Updated last week
• robcarver17 / reports
  Automatically generated reports and diagnostics of interest to futures traders
  ☆62Updated this week
• tschm / pyhrp
  Run hierarchical risk parity algorithms
  ☆50Updated last week
• man-group / PyBloqs
  A flexible framework for visualizing data and automated creation of "good enough" reports.
  ☆180Updated last month
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆36Updated last week
• CMEGroupOLD / datamine_python
  Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.
  ☆71Updated 5 years ago
• KxSystems / pykx
  PyKX is a Python first interface to the worlds fastest time-series database kdb+ and it's underlying vector programming language q.
  ☆59Updated 2 weeks ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• alphaville76 / sharadar_db_bundle
  ☆17Updated last week
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• quantscious / finmlkit
  An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced …
  ☆79Updated 2 months ago
• alpha-xone / xbbg
  An intuitive Bloomberg API
  ☆292Updated this week
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆59Updated last year
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆176Updated 3 months ago