Alternatives and similar repositories for pykx

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

• hanssmail / quantQ
  The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
  ☆95Updated last year
• KxSystems / embedPy
  Allows the kdb+ interpreter to call Python functions
  ☆95Updated 2 months ago
• KxSystems / jupyterq
  Jupyter kernel for kdb+
  ☆114Updated 8 months ago
• databento / databento-python
  The official Python client library for Databento
  ☆228Updated last week
• KxSystems / pyq
  PyQ — Python for kdb+
  ☆203Updated last year
• KxSystems / ml
  Machine-learning toolkit
  ☆66Updated 11 months ago
• KxSystems / mlnotebooks
  Demonstration notebooks for Machine Learning
  ☆64Updated last year
• KxSystems / kdb-tick
  Latest source files for kdb+tick
  ☆104Updated last year
• tschm / cs
  my talk for credit suisse
  ☆41Updated this week
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆120Updated 2 months ago
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆299Updated this week
• quantiacs / toolbox
  This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.
  ☆76Updated this week
• KxSystems / nlp
  Natural-language processing library
  ☆18Updated last year
• Quantreo / quantreo
  Quantreo's Quant Library
  ☆71Updated 2 months ago
• KxSystems / arrowkdb
  kdb+ integration with Apache Arrow and Parquet
  ☆34Updated 8 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆122Updated last year
• auto-differentiation / QuantLib-Risks-Py
  Fast Risks with QuantLib in Python
  ☆17Updated last year
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆59Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆162Updated last week
• matlogica / AADC-Python
  ☆12Updated 8 months ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆40Updated this week
• MRYingLEE / kdb-q
  A cheat sheet notebook of Q language of Kx.com. Kdb+ is the world’s fastest time-series database and q is its unique language. Most codes…
  ☆38Updated 6 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆98Updated last year
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆68Updated 5 years ago
• cvxgrp / simulator
  Tool to support backtests
  ☆48Updated this week
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆64Updated 5 years ago
• finos / kdb
  kdb+ Working Group from FINOS Data Technologies program
  ☆53Updated 4 months ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆125Updated 2 months ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆134Updated 7 years ago