Alternatives and similar repositories for Time-Series-and-Financial

Users that are interested in Time-Series-and-Financial are comparing it to the libraries listed below

• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆21Updated 4 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• 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 5 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 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 10 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 5 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆29Updated 3 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 4 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last year
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆29Updated 2 years ago
• Hvass-Labs / InvestOps
  Tools for investing in Python
  ☆46Updated 3 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆44Updated 6 years ago
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆41Updated last year
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 7 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 9 months ago
• firmai / python-for-finance
  ☆14Updated 6 years ago