avelkoski / FRB
Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)
☆169Updated last year
Alternatives and similar repositories for FRB:
Users that are interested in FRB are comparing it to the libraries listed below
- Python wrapper for the St. Louis Fed's FRED API.☆167Updated 8 years ago
- Basic options pricing in Python☆312Updated 10 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆298Updated 3 weeks ago
- Pipeline Extension for Live Trading☆207Updated last year
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ☆122Updated 5 years ago
- CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.☆72Updated this week
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆126Updated 5 years ago
- Bloomberg Open API with pandas☆102Updated 3 years ago
- Fast and scalable construction of risk parity portfolios☆294Updated 9 months ago
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 4 years ago
- Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)☆266Updated 2 months ago
- pandas wrapper for Bloomberg Open API☆246Updated 3 months ago
- Python Bloomberg API and Pandas Wrapper☆50Updated 5 years ago
- ☆323Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Vectorized backtester and trading engine for QuantRocket☆216Updated 3 months ago
- A backtester and spreadsheet library for stocks and ETFs☆282Updated last month
- Python Options Pricing Library☆275Updated 3 years ago
- ☆106Updated 8 years ago
- ☆112Updated last year
- Option and stock backtester / live trader☆249Updated 3 months ago
- Simple Python client for Barchart OnDemand REST APIs☆90Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆162Updated 3 years ago
- Macrosynergy Quant Research☆118Updated this week
- Simple financial data for Python☆306Updated 11 months ago
- A python project to fetch stock financials/statistics and perform preliminary screens to aid in the stock selection process☆76Updated 5 years ago
- Python application used to download, parse, and extract structured/unstructured data from filings in the SEC Edgar Database (including 10…☆105Updated 3 years ago