Alternatives and similar repositories for Metropolis

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

• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated last week
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆65Updated 5 years ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆73Updated 6 months ago
• deepintomlf / mlfbook
  ☆72Updated 3 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 5 months ago
• brnohu / CompFin
  This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…
  ☆40Updated last year
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆86Updated 3 months ago
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆24Updated 6 years ago
• AIM-IT4 / stochPathSim
  ☆16Updated 6 months ago
• schampon / skfin
  Machine learning for portfolio management and trading with scikit-learn
  ☆27Updated 6 months ago
• 0xFaust12 / alt_data_factor_research
  ☆48Updated 8 months ago
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆61Updated 4 years ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 3 years ago
• MiaDor12 / Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
  Features and labels engineering of raw data of quotes of several stocks.
  ☆29Updated 5 years ago
• cvxgrp / cov_pred_finance
  ☆67Updated 2 weeks ago
• cvxgrp / simulator
  Tool to support backtests
  ☆45Updated last week
• microprediction / monteprediction_colab_examples
  Monte Carlo Submission Examples
  ☆16Updated 9 months ago
• BaptisteZloch / Quant-Invest-Lab
  Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…
  ☆28Updated last year
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆39Updated 8 months ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆56Updated 11 months ago
• sumilk / algo_trading
  ☆140Updated last year
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆114Updated last year
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆233Updated 4 months ago
• sydx / oxford_msc_stochastic_filtering_and_mcmc
  Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…
  ☆23Updated last year
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆75Updated 5 months ago
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆166Updated last month
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆77Updated 4 years ago
• asavine / Scripting
  Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…
  ☆23Updated 4 years ago
• tschm / cs
  my talk for credit suisse
  ☆38Updated this week