Alternatives and similar repositories for Engine:

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

• lballabio / QuantLib-SWIG
  QuantLib wrappers to other languages
  ☆360Updated this week
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,092Updated 2 weeks ago
• OpenSourceRisk / ORE-SWIG
  ☆49Updated 10 months ago
• johnbywater / quantdsl
  Quant DSL
  ☆356Updated 7 years ago
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆312Updated 10 years ago
• QuantConnect / Tutorials
  Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
  ☆587Updated last year
• QuantConnect / Research
  Open sourced research notebooks by the QuantConnect team.
  ☆595Updated 11 months ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,107Updated 10 months ago
• ynouri / pysabr
  SABR model Python implementation
  ☆514Updated 3 years ago
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆786Updated last year
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,684Updated 6 months ago
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆830Updated last year
• paulperry / quant
  Quantitative Finance and Algorithmic Trading
  ☆352Updated 9 years ago
• rburkholder / trade-frame
  C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…
  ☆539Updated last week
• OpenGamma / Strata
  Open source analytics and market risk library from OpenGamma
  ☆887Updated last week
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆749Updated 11 months ago
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆488Updated 7 years ago
• finmath / finmath-lib
  Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
  ☆523Updated 2 weeks ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆295Updated 11 months ago
• PythonCharmers / QuantFinance
  Top training materials in quantitative finance
  ☆414Updated 7 months ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆545Updated last year
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆584Updated last month
• alpha-miner / Finance-Python
  python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
  ☆805Updated last year
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆423Updated 4 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆361Updated 6 years ago
• cvxgrp / cvxportfolio
  Portfolio optimization and back-testing.
  ☆1,075Updated this week
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆420Updated 2 years ago
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,373Updated 9 months ago
• InteractiveBrokers / tws-api-public
  Interactive Brokers TWS API
  ☆551Updated 7 years ago
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆220Updated 4 months ago