Alternatives and similar repositories for Computational-Finance

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

• quantgirluk / ICMM
  📝 Introduction to Monte Carlo methods in Finance Workshop Materials
  ☆19Updated 2 years ago
• yhilpisch / dnanlp
  Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.
  ☆16Updated 6 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• chenkai0208 / Computational_Finance
  Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite El…
  ☆10Updated 7 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆24Updated 6 years ago
• firmai / python-for-finance
  ☆14Updated 5 years ago
• roederd / volatility_model_calibration_with_nn
  ☆16Updated 4 years ago
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆10Updated 4 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• TommasoBelluzzo / StrataXL
  An Excel integration of OpenGamma Strata.
  ☆13Updated 3 years ago
• AndrewLyasoff / SMAP
  Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…
  ☆23Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• gautier-marti / awesome-financial-networks
  awesome-financial-networks
  ☆35Updated 5 years ago
• gjimzhou / MTH9821-Numerical-Methods-for-Finance
  A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…
  ☆20Updated 7 years ago
• Auquan / sample-strategies
  Sample trading strategies using price data and conventional indicators
  ☆16Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• broughtj / Fin5350
  Computational Financial Modeling
  ☆30Updated 4 years ago
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆65Updated 5 years ago
• evilpegasus / google-trends-financial-modeling
  Predicting index movements with Google Trends search volume alternative data
  ☆16Updated 4 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• shashank-khanna / Option-Pricing
  Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
  ☆23Updated 6 years ago
• epu-ntua / Multicriteria-Portfolio-Construction-with-Python
  Source code for Multicriteria Portfolio Construction with Python
  ☆30Updated 4 years ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆30Updated 6 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 5 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated last year
• marketneutral / lectures
  ☆12Updated 4 years ago
• AIM-IT4 / InterestRateModelsCpp
  ☆24Updated last year
• PhoenixDD / Hedge-Fund-replication
  This project tries to replicate hedge funds returns.
  ☆24Updated 6 years ago