Alternatives and similar repositories for Multiple-Curve-Construction-Study

Users that are interested in Multiple-Curve-Construction-Study are comparing it to the libraries listed below

• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆21Updated 2 months ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated last month
• yhilpisch / aifin
  Resources for the AI in Finance Workshop at Texas State University (October 2023).
  ☆53Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 8 months ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆35Updated 3 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆90Updated last month
• mcf-long-short / fixed-income-and-credit
  Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…
  ☆36Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆54Updated 6 months ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆58Updated this week
• AIM-IT4 / QuantitativeDerivativeModels
  ☆46Updated last year
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆41Updated last year
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆40Updated last year
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• sofienkaabar / contrarian-trading-strategies
  Source Codes for "Contrarian Trading Strategies in Python"
  ☆78Updated 2 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆100Updated 2 years ago
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆26Updated 4 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• yhilpisch / rlfinance
  The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
  ☆104Updated 3 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆45Updated 2 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 6 months ago
• 1kc2 / The-Kelly-Criterion
  🧮 A deeper look into the Kelly Criterion
  ☆41Updated 2 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆71Updated last year
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆41Updated 11 months ago
• GoldinLocks / Quant-Research
  Quantitative finance research notebooks
  ☆21Updated 5 years ago