Alternatives and similar repositories for TorQ-CME

Users that are interested in TorQ-CME are comparing it to the libraries listed below

• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆149Updated 3 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 5 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆33Updated 8 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 8 years ago
• ejpjapan / opt_trade
  Volatility trading
  ☆22Updated 11 months ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 8 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆44Updated 7 years ago
• bespector / implied-vol
  ☆45Updated 5 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• tcpedersen / anderson-lake-python
  Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…
  ☆21Updated 5 years ago
• ajhpark / ib_nope
  Automated trading system for NOPE strategy over IBKR TWS
  ☆32Updated 4 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆163Updated 6 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆133Updated 2 years ago
• robertmartin8 / machine-learning-asset-management
  Machine Learning in Asset Management
  ☆20Updated 6 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆92Updated last year
• Prograsaur / ib-historical-data
  Interactive Brokers TWS API -- Historical data downloader
  ☆56Updated 7 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆95Updated 6 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 6 years ago
• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated 2 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆98Updated 7 years ago
• vollib / py_lets_be_rational
  ☆60Updated last year
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆106Updated 9 months ago