Alternatives and similar repositories for SFE

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

• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆10Updated 4 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated last year
• vst / mgarch
  mgarch Package for R-Project
  ☆16Updated 11 years ago
• xvacode / xVA
  R Packing Calculating Credit Risk Valuation Adjustments
  ☆18Updated 3 years ago
• StuartGordonReid / emh
  An R Package for testing the Efficient Market Hypothesis
  ☆28Updated 9 years ago
• vzhomeexperiments / lazytrade
  all functions and scripts of the lazy trade educational project on udemy
  ☆23Updated last year
• tharte / mbt
  R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis
  ☆28Updated 9 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆38Updated 4 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• TomAugspurger / Greene_Econometrics
  ☆16Updated 12 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆66Updated 3 weeks ago
• constantino-garcia / nonlinearTseries
  Nonlinear time series analysis in R
  ☆37Updated last year
• R-Finance / quantstrat
  ☆75Updated 9 years ago
• ChadFulton / pymar
  Markov Switching Models for Statsmodels
  ☆24Updated 9 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆30Updated 3 years ago
• jaungiers / Random-Portfolio-vs-Benchmark-Strategy
  Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
  ☆23Updated 11 years ago
• jmazar / obmodeling
  ☆17Updated 3 years ago
• NYUDataBootcamp / Materials
  Materials used in class when teaching Data Bootcamp at NYU Stern.
  ☆26Updated 7 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated 7 months ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• KaroRonty / SelfOrganizingStockMarket
  Analysis of the US stock market using Kohonen's SOM algorithm
  ☆22Updated 6 years ago
• steve98654 / PyTalk
  Files for Python Talk
  ☆24Updated 9 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆34Updated 5 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆34Updated 4 years ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 10 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• ChicagoBoothML / MachineLearning_Fall2015
  BUS 41204: Machine Learning
  ☆36Updated 6 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆58Updated 3 weeks ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 7 years ago