Alternatives and similar repositories for QuantFinanceTraining

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

• nburgessx / QuantResearch
  Quant Research
  ☆90Updated last month
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆155Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆159Updated last week
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆101Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆177Updated last month
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• chenenen13 / Trading-Strategies
  ☆82Updated 11 months ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆241Updated 8 months ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆42Updated last year
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆86Updated 3 years ago
• hudson-and-thames / backtest_tutorial
  ☆144Updated last year
• Quantreo / Alpha-Quant-Course
  ☆88Updated last week
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆45Updated 2 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆119Updated 2 weeks ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆95Updated 7 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆21Updated 2 months ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆266Updated 2 weeks ago
• frasagui / CQF_June_2020
  This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …
  ☆32Updated 5 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆62Updated 6 months ago
• dpopadic / arpmRes
  Advanced Risk and Portfolio Management Resources
  ☆31Updated 6 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆58Updated 2 weeks ago
• frankstack / CQF
  Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.
  ☆28Updated 2 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆153Updated 3 years ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆202Updated 11 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆129Updated last week
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆150Updated 4 years ago
• malyginvladimir / CQF
  This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
  ☆51Updated 2 years ago