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) …
  ☆291Updated this week
• databento / databento-python
  The official Python client library for Databento
  ☆220Updated last week
• Point72 / ccflow
  ccflow is a collection of tools for workflow configuration, orchestration, and dependency injection
  ☆34Updated this week
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆257Updated 4 years ago
• sstoikov / microprice
  ☆422Updated 4 years ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆132Updated last week
• alpha-xone / xbbg
  An intuitive Bloomberg API
  ☆285Updated this week
• 0xfdf / toraniko
  A multi-factor equity risk model for quantitative trading.
  ☆835Updated last year
• wukan1986 / polars_ta
  Technical Analysis Indicators for polars
  ☆213Updated this week
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆550Updated this week
• man-group / ArcticDB
  ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
  ☆2,098Updated last week
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆242Updated 9 months ago
• vollib / lets_be_rational
  ☆43Updated 10 years ago
• gerrymanoim / exchange_calendars
  Calendars for various securities exchanges.
  ☆561Updated this week
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆143Updated 11 months ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆206Updated last year
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆158Updated last year
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated last month
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆160Updated last week
• Point72 / csp-gateway
  csp-gateway is a framework for building high-performance streaming applications
  ☆22Updated last week
• Yvictor / polars_ta_extension
  Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
  ☆216Updated 4 months ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆752Updated 7 months ago
• vgalanti / fastvol
  High-performance option pricing and volatility modeling library.
  ☆73Updated 3 months ago
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆503Updated 3 weeks ago
• matthewgilbert / blp
  Pythonic interface for Bloomberg Open API
  ☆137Updated last week
• ranaroussi / pystore
  Fast data store for Pandas time-series data
  ☆596Updated 4 months ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆266Updated 7 years ago
• Point72 / raydar
  A perspective powered, user editable ray dashboard via ray serve
  ☆51Updated last week
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆188Updated 2 months ago
• AsyncAlgoTrading / aat
  Asynchronous, event-driven algorithmic trading in Python and C++
  ☆756Updated 3 weeks ago