Alternatives and similar repositories for fecon236

Users that are interested in fecon236 are comparing it to the libraries listed below

• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆159Updated 6 years ago
• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆119Updated 4 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆67Updated 5 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆120Updated last year
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆149Updated 3 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆147Updated 3 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆241Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆80Updated 10 months ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆131Updated 4 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆163Updated 7 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆143Updated this week
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆55Updated 8 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆168Updated 3 years ago
• avelkoski / FRB
  Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)
  ☆170Updated last year
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆54Updated 2 months ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 5 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆427Updated 2 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆305Updated 4 months ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆126Updated 4 years ago
• Finance-Hub / FinanceHubMaterials
  Guides, tutorials and presentations
  ☆56Updated last year
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆116Updated 8 years ago
• JustinMShea / ExpectedReturns
  ☆48Updated this week
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆209Updated 4 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 8 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆113Updated 4 years ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆110Updated this week
• yhilpisch / eikondataapi
  ☆98Updated 3 years ago