Alternatives and similar repositories for finoptions-dev

Users that are interested in finoptions-dev are comparing it to the libraries listed below

• federicomariamassari / willowtree
  Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  ☆338Updated 7 years ago
• GriffinAustin / pynance
  Lightweight Python library for assembling and analysing financial data
  ☆434Updated 4 years ago
• federicomariamassari / financial-engineering
  Applications of Monte Carlo methods to financial engineering projects, in Python.
  ☆494Updated 8 years ago
• ynouri / pysabr
  SABR model Python implementation
  ☆584Updated 3 years ago
• romanmichaelpaolucci / Q-Fin
  A Python library for mathematical finance
  ☆551Updated 2 years ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆600Updated 2 years ago
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆912Updated 2 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆252Updated 7 years ago
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆959Updated 2 years ago
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆452Updated 5 years ago
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆503Updated 8 years ago
• dbrojas / optlib
  A library for financial options pricing written in Python.
  ☆1,338Updated 3 years ago
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆488Updated 2 weeks ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆245Updated 11 months ago
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆808Updated 8 months ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆195Updated last year
• zazhang / ep-chan-book-algo-trading
  Recreate EP Chan algo trading book strategies
  ☆416Updated 7 years ago
• alpha-miner / Finance-Python
  python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
  ☆871Updated 2 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆281Updated this week
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆114Updated 8 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated last week
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆777Updated last year
• hudson-and-thames / backtest_tutorial
  ☆153Updated 2 years ago
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆253Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆172Updated last week
• jamesmawm / mastering-python-for-finance-second-edition
  Sources codes for: Mastering Python for Finance, Second Edition
  ☆438Updated last month
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆30Updated 6 months ago
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆607Updated 2 months ago
• SparkAbhi / SignalProcessingWithPython
  Signal processing examples in python
  ☆161Updated 5 years ago
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,238Updated 5 months ago