Alternatives and similar repositories for anomaliesinoptions

Users that are interested in anomaliesinoptions are comparing it to the libraries listed below

• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆164Updated 5 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆428Updated 2 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆262Updated 2 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆209Updated 4 years ago
• marketneutral / pairs-trading-with-ML
  ☆212Updated 7 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆214Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆119Updated 3 years ago
• wi-0 / Pair-Trading-Reinforcement-Learning
  An Structural Application of Reinforcement Learning in Pair Trading
  ☆9Updated last year
• VivekPa / OptimalPortfolio
  An open source library for portfolio optimisation
  ☆360Updated last year
• Rachnog / Advanced-Deep-Trading
  Mostly experiments based on "Advances in financial machine learning" book
  ☆554Updated 4 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆363Updated 6 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆241Updated last year
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆305Updated 4 months ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 4 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆168Updated 3 years ago
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆312Updated 10 years ago
• teddykoker / blog
  Source code for my personal blog
  ☆194Updated 3 months ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆304Updated last year
• financialnoob / pairs_trading
  experiments with pair trading
  ☆304Updated 6 months ago
• Auquan / auquan-toolbox-python
  Backtesting toolbox for trading strategies - DEPRECATED
  ☆112Updated 4 years ago
• quantstart / qstrader
  QSTrader
  ☆131Updated 6 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆266Updated 3 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated last year
• rodler / quantcon2018
  ☆182Updated 7 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆95Updated 4 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆368Updated last year
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆140Updated 5 years ago
• bfolkens / py-market-profile
  A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
  ☆374Updated last year
• VivekPa / BinomialOptModel
  A python program to implement the discrete binomial option pricing model
  ☆83Updated 3 years ago