Alternatives and similar repositories for bond-price-prediction

Users that are interested in bond-price-prediction are comparing it to the libraries listed below

• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆20Updated 4 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆39Updated 5 months ago
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆61Updated 5 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• CianODuffy / LiborMarketModel
  Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…
  ☆16Updated 6 years ago
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆26Updated 3 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆57Updated 8 years ago
• gylx / Financial-Machine-Learning-Articles
  Contains the code for my financial machine learning articles
  ☆49Updated 4 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆22Updated 4 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆41Updated 7 years ago
• QuantInsti / EPAT
  ☆38Updated 3 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆65Updated 2 years ago
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆32Updated 2 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆38Updated last year
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• prmkowalski / filib
  Factor Investing Library
  ☆27Updated 2 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 7 years ago
• white07S / Pricing-Models
  Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…
  ☆17Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• anuragagrawaal / pyPortfolioAnalysis
  'Portfolio Analysis, methods for portfolio optimization'
  ☆23Updated 4 years ago
• romanmichaelpaolucci / Automatic_Portfolio_Optimization
  A pipeline to optimize a portfolio of assets and test it against unseen data.
  ☆14Updated 5 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• grananqvist / Machine-Learning-Trading-Strategies
  Stock and Forex market prediction using ML and time-series modelling
  ☆38Updated 6 years ago
• techietrader / Pairs-Trading-Indian-Stocks-using-Machine-Learning
  keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test
  ☆32Updated 6 years ago
• julian-west / asset_price_correlations
  Visualising correlations between different ETFs using network analytics and Plotly
  ☆34Updated 3 years ago