Alternatives and similar repositories for Computational-Finance:

Users that are interested in Computational-Finance are comparing it to the libraries listed below

• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated last month
• microprediction / microactors-causality
  Examples of causality maps for time series driven by GitHub actions
  ☆15Updated last year
• mfrdixon / G-Learning-Wealth-Management
  ☆22Updated 3 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆29Updated 3 months ago
• firmai / machine-learning-for-trading
  Code for Machine Learning for Algorithmic Trading, 2nd edition.
  ☆18Updated 2 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆19Updated 4 years ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆13Updated last year
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆14Updated last year
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆13Updated last year
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated 6 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆35Updated 2 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 9 months ago
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 5 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 5 years ago
• white07S / Pricing-Models
  Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…
  ☆17Updated 2 years ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆12Updated 3 years ago
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆34Updated 2 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆12Updated 3 years ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆29Updated 2 months ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• open-source-modelling / Nelson_Siegel_Svansson_python
  Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
  ☆16Updated 11 months ago
• BaptisteZloch / Quant-Invest-Lab
  Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…
  ☆27Updated last year
• mChataign / Beyond-Surrogate-Modeling-Learning-the-Local-Volatility-Via-Shape-Constraints
  Repository attached to the paper with the same name.
  ☆21Updated 3 years ago
• nathanramoscfa / pyfinlab
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆38Updated 4 months ago
• sylam / riskflow
  An xVA quantitative library written in python using tensorflow
  ☆18Updated last week