Alternatives and similar repositories for aqumenlib:

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

• OpenSourceRisk / ORE-SWIG
  ☆49Updated 10 months ago
• tschm / cs
  my talk for credit suisse
  ☆38Updated this week
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆105Updated 9 months ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated this week
• westonplatter / ibdatafetcher
  Fetch data (futures, stock, coming next => options) from IBKR for local use.
  ☆17Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆55Updated last year
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 5 years ago
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆61Updated 2 years ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆29Updated 5 months ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 4 years ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 5 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• vollib / py_lets_be_rational
  ☆56Updated 9 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆118Updated 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…
  ☆20Updated 11 months ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆63Updated 4 years ago
• ntorm1 / Atlas
  ☆53Updated last year
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆97Updated 2 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆20Updated 6 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆47Updated last year
• QuantJourneyOrg / qj_public_code
  Quant Journey Public Files
  ☆14Updated 3 weeks ago
• pbharrin / alpha-compiler
  ☆44Updated 11 months ago
• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated 2 years ago
• Peropero0 / quantitative_finance_playground
  ☆47Updated 3 months ago
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆220Updated this week
• alphaville76 / sharadar_db_bundle
  ☆16Updated 2 months ago
• deltaray-io / flexfolio
  IB FlexStatement to PyFolio bridge
  ☆15Updated 2 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆131Updated 5 months ago