Alternatives and similar repositories for finance-enums:

Users that are interested in finance-enums are comparing it to the libraries listed below

• streamlet-dev / greeks
  Derivatives models written with the Tributary data flow library
  ☆23Updated 4 months ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 5 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆36Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆41Updated 6 years ago
• CaptorAB / openseries
  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…
  ☆28Updated this week
• tschm / cs
  my talk for credit suisse
  ☆38Updated last week
• deltaray-io / flexfolio
  IB FlexStatement to PyFolio bridge
  ☆14Updated 2 years ago
• gty3 / dom-replay
  ☆35Updated 6 months ago
• timkpaine / ta-lib
  TA-lib built with CMake
  ☆13Updated last year
• masonl93 / IB-Playground
  Data Analysis with Interactive Brokers API
  ☆8Updated 2 years ago
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆124Updated this week
• khrapovs / impvol
  Find Black-Scholes implied volatility
  ☆21Updated 6 years ago
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 5 years ago
• pbharrin / alpha-compiler
  ☆44Updated 9 months ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆34Updated 10 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆59Updated last year
• jwergieluk / openfigi
  Simple wrapper and a command-line tool for Bloomberg's OpenFIGI API.
  ☆28Updated 3 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆29Updated 2 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆24Updated 7 years ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 4 years ago
• quantmind / quantflow
  Quantitative finance and derivative pricing
  ☆13Updated 2 months ago
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆43Updated last year
• 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
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆70Updated 4 months ago
• quantmind / dynts
  Python package for timeseries analysis and manipulation
  ☆86Updated 8 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆21Updated 4 years ago
• 0liu / ibstract
  Asynchronous financial data management
  ☆21Updated 7 years ago
• janushendersonassetallocation / loman
  Loman is a Python library designed to allow quantitative researchers to control complex live updating calculation processes
  ☆98Updated last week
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆54Updated last year
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 2 years ago