Alternatives and similar repositories for ESL:

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

• AB-CE / abcFinance
  Agent-based computational Finance
  ☆41Updated 2 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆26Updated 4 years ago
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆38Updated last year
• mayabenowitz / Hedgecraft
  A portfolio management algorithm for the 21st century.
  ☆89Updated 4 years ago
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆62Updated 5 years ago
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆81Updated last year
• uwol / computational-economy
  An agent-based computational economy with macroeconomic equilibria from microeconomic behaviors
  ☆109Updated last year
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆60Updated 4 years ago
• blackrhinoabm / BlackRhino
  A flexible framework for multi-agent models in economics and finance
  ☆37Updated 4 years ago
• cristal-smac / atomPython
  An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book
  ☆12Updated 2 years ago
• AB-CE / abce
  Agent-based computational Economics, the Python library that makes AB modelling easier
  ☆198Updated last year
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆26Updated last year
• gjoncas / Computational-Economics
  Algorithmic game theory, recursive macroeconomics, machine learning for econometrics
  ☆47Updated 6 years ago
• ericbudish / HFT-Races
  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …
  ☆45Updated 3 years ago
• AndrewLyasoff / SMAP
  Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…
  ☆23Updated 4 years ago
• cvxgrp / markowitz-reference
  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…
  ☆25Updated this week
• cvxgrp / cov_pred_finance
  ☆63Updated last month
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Updated 3 years ago
• SABCEMM / SABCEMM
  ☆17Updated 6 years ago
• Joshwani / learning-lppl
  ☆8Updated 4 years ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆36Updated 6 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆22Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆64Updated 10 years ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆11Updated 4 years ago
• blackrock / HOLA
  ☆27Updated 3 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆20Updated 10 months ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• GiulioRossetti94 / PyBondLab
  ☆25Updated last month
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated this week