Aqumen-Tech / aqumenlib
AqumenLib is AQumen's financial analytics SDK for pricing and risk.
☆17Updated 9 months ago
Alternatives and similar repositories for aqumenlib:
Users that are interested in aqumenlib are comparing it to the libraries listed below
- ☆50Updated 7 months ago
- ☆48Updated 9 months ago
- Documentation for QuantLib-Python☆95Updated 5 months ago
- some zipline data bundles☆60Updated last year
- ☆39Updated 9 years ago
- Risk tools for commodities trading and finance☆28Updated last month
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Reimplementing QuantLib examples by Python☆58Updated 2 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆178Updated this week
- ☆30Updated 4 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆115Updated last year
- AAD enabled and scripting included derivatives modeling.☆20Updated 3 months ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- my talk for credit suisse☆37Updated this week
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated 11 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆47Updated last year
- 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
- ☆52Updated 5 months ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆101Updated 3 years ago
- Distributed QuantLib☆11Updated last year
- visualize financial microstructure 📈 & debug trading bots 🤖☆44Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆147Updated this week
- Macrosynergy Quant Research☆111Updated this week
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated 5 months ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆49Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆65Updated 2 years ago
- A cheat sheet notebook of Q language of Kx.com. Kdb+ is the world’s fastest time-series database and q is its unique language. Most codes…☆30Updated 5 years ago
- ☆15Updated 2 months ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆62Updated 6 years ago