Alternatives and similar repositories for pynance:

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

• federicomariamassari / willowtree
  Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  ☆241Updated 6 years ago
• bbcho / finoptions-dev
  ☆209Updated 11 months ago
• romanmichaelpaolucci / Q-Fin
  A Python library for mathematical finance
  ☆399Updated last year
• ynouri / pysabr
  SABR model Python implementation
  ☆468Updated 2 years ago
• federicomariamassari / financial-engineering
  Applications of Monte Carlo methods to financial engineering projects, in Python.
  ☆376Updated 7 years ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆501Updated last year
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆696Updated last year
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆726Updated last year
• alpha-miner / Finance-Python
  python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
  ☆749Updated last year
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆213Updated 6 years ago
• dbrojas / optlib
  A library for financial options pricing written in Python.
  ☆667Updated 2 years ago
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆391Updated 4 years ago
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆696Updated 8 months ago
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆239Updated last week
• rolling-panda-san / notebooks
  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
  ☆530Updated this week
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆695Updated 4 years ago
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,016Updated 5 months ago
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆431Updated 7 years ago
• jamesmawm / mastering-python-for-finance-second-edition
  Sources codes for: Mastering Python for Finance, Second Edition
  ☆407Updated last month
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆294Updated last month
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆564Updated this week
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆244Updated last week
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆415Updated last year
• PythonCharmers / QuantFinance
  Top training materials in quantitative finance
  ☆402Updated 4 months ago
• LechGrzelak / QuantFinanceBook
  Quantitative Finance book
  ☆542Updated 9 months ago
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆504Updated last year
• financialnoob / pairs_trading
  experiments with pair trading
  ☆275Updated last month
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆247Updated last month
• zazhang / ep-chan-book-algo-trading
  Recreate EP Chan algo trading book strategies
  ☆369Updated 6 years ago
• vollib / py_vollib
  ☆316Updated 11 months ago