Alternatives and similar repositories for csp

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

• 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
• databento / databento-python
  The official Python client library for Databento
  ☆228Updated last week
• Point72 / csp-gateway
  csp-gateway is a framework for building high-performance streaming applications
  ☆23Updated last week
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆261Updated 4 years ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆136Updated last week
• Point72 / ccflow
  ccflow is a collection of tools for workflow configuration, orchestration, and dependency injection
  ☆34Updated this week
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆144Updated last year
• 0xfdf / toraniko
  A multi-factor equity risk model for quantitative trading.
  ☆841Updated last year
• sstoikov / microprice
  ☆426Updated 4 years ago
• alpha-xone / xbbg
  An intuitive Bloomberg API
  ☆289Updated last week
• ranaroussi / pystore
  Fast data store for Pandas time-series data
  ☆597Updated 4 months ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆244Updated 10 months ago
• vollib / lets_be_rational
  ☆43Updated 10 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆162Updated this week
• vollib / py_vollib
  ☆369Updated last year
• Yvictor / polars_ta_extension
  Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
  ☆225Updated 5 months ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆159Updated last year
• matthewgilbert / blp
  Pythonic interface for Bloomberg Open API
  ☆141Updated last month
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆194Updated 3 months ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆269Updated 7 years ago
• AsyncAlgoTrading / aat
  Asynchronous, event-driven algorithmic trading in Python and C++
  ☆758Updated 2 weeks ago
• hansbuehler / deephedging
  Implementation of the vanilla Deep Hedging engine
  ☆302Updated 2 years ago
• hudson-and-thames / arbitragelab
  ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…
  ☆612Updated last year
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated last week
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆557Updated 3 weeks ago
• wukan1986 / polars_ta
  Technical Analysis Indicators for polars
  ☆221Updated 3 weeks ago
• colejhudson / goldman-sachs-quantitative-strategies-research-notes
  Goldman Sachs - Quantitative Strategies Research Notes
  ☆384Updated 5 years ago
• gerrymanoim / exchange_calendars
  Calendars for various securities exchanges.
  ☆567Updated this week
• Quantreo / quantreo
  Quantreo's Quant Library
  ☆71Updated 2 months ago
• man-group / PyBloqs
  A flexible framework for visualizing data and automated creation of "good enough" reports.
  ☆180Updated last month