Alternatives and similar repositories for openseries

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

• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• aaronsmith1234 / volatilipy
  Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
  ☆18Updated 2 years ago
• financialnoob / misc
  ☆26Updated 10 months ago
• nathanramoscfa / pyfinlab-legacy
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• julian-west / asset_price_correlations
  Visualising correlations between different ETFs using network analytics and Plotly
  ☆34Updated 3 years ago
• hudson-and-thames / example-notebooks
  ☆19Updated last year
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 7 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 5 months ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆20Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• JerBouma / FinancePortfolio
  Portfolio Management for Everyone
  ☆23Updated last year
• YannickKae / Financial-Market-Regime-Classification
  Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …
  ☆34Updated last year
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆56Updated 11 months ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• webn3ewbie / Economic-Data-Terminal
  ☆22Updated 2 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆34Updated 2 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• damianboh / portfolio_stock_sentiment_treemap
  ☆14Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆29Updated last week
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆37Updated last year
• quantmind / quantflow
  Quantitative finance and derivative pricing
  ☆16Updated 3 weeks ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆26Updated 5 months ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 3 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago