Alternatives and similar repositories for iex_intraday_equity_downloader_public

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

• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆29Updated 3 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 8 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 8 years ago
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆41Updated last year
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆109Updated 8 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• jamesmawm / Options-Modelling
  Root-finding algos, Black-Scholes and trees with Python
  ☆45Updated 11 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 5 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆23Updated 4 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆44Updated 6 years ago
• Jackal08 / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆15Updated 7 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• femtotrader / barchart-ondemand-client-python
  ☆15Updated 10 years ago
• ranaroussi / python-for-trading-meetup
  Python for Trading Meetup (December 3, 2019)
  ☆19Updated 5 years ago
• gylx / Financial-Machine-Learning-Articles
  Contains the code for my financial machine learning articles
  ☆49Updated 5 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• ranaroussi / futuresio-webinars
  Supported files and code examples for my futures.io webinars series
  ☆68Updated 5 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago