Alternatives and similar repositories for MLTT

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

• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆266Updated last week
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆125Updated 3 weeks ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆176Updated last month
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆156Updated this week
• chenenen13 / Trading-Strategies
  ☆82Updated 10 months ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆92Updated 7 months ago
• jgatheral / RoughVolatilityWorkshop
  QuantMinds Rough Volatility Workshop lectures
  ☆49Updated last month
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆118Updated last week
• fbourgey / RoughVolatilityWorkshop
  QuantMinds Rough Volatility Workshop lectures
  ☆40Updated last month
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆103Updated 2 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆69Updated last year
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆105Updated 9 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆90Updated last month
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆309Updated this week
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆129Updated last year
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆237Updated 3 years ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆41Updated last year
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆93Updated last week
• AIM-IT4 / QuantitativeDerivativeModels
  ☆46Updated last year
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 11 months ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆101Updated 2 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆97Updated last year
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆48Updated last year
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆86Updated 3 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆62Updated 6 months ago
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆241Updated 3 years ago