Aqumen-Tech / aqumenlibLinks
AqumenLib is AQumen's financial analytics SDK for pricing and risk.
☆20Updated 10 months ago
Alternatives and similar repositories for aqumenlib
Users that are interested in aqumenlib are comparing it to the libraries listed below
Sorting:
- ☆56Updated last year
- ☆62Updated last year
- Standard Financial Enumerations☆11Updated 2 months ago
- Documentation for QuantLib-Python☆116Updated last month
- Distributed QuantLib☆12Updated this week
- Get meaningful OHLCV datasets☆94Updated 2 weeks ago
- my talk for credit suisse☆41Updated this week
- Reimplementing QuantLib examples by Python☆69Updated 3 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆133Updated last week
- Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.☆103Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆310Updated this week
- Analysis of financial instruments☆75Updated 2 weeks ago
- some zipline data bundles☆66Updated 2 years ago
- ☆44Updated last year
- a Polars Interface to q☆25Updated 2 months ago
- A python implementation of R's PerformanceAnalytics package☆22Updated 11 years ago
- PyQ — Python for kdb+☆203Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆99Updated last month
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- ☆44Updated 10 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- IbPy-like interface for the Interactive Brokers Python API☆61Updated 3 months ago
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated 2 years ago
- Sample code for using TT's APIs and FIX applications☆44Updated 2 months ago
- AAD enabled and scripting included derivatives modeling.☆22Updated last week
- Modern C++ order matching engine☆13Updated 2 months ago
- portfolio construction and quantitative analysis☆145Updated 10 years ago
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 5 years ago
- CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.☆84Updated this week