Alternatives and similar repositories for bc-utils

Users that are interested in bc-utils are comparing it to the libraries listed below

• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆64Updated 4 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆41Updated 2 years ago
• dougransom / vix_utils
  vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …
  ☆50Updated last year
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆78Updated 11 months ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆131Updated 5 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆132Updated 6 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆137Updated last week
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆69Updated 2 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆148Updated 3 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆160Updated last week
• daehkim / pair-trading
  CS7641 Team project
  ☆95Updated 4 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆36Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• diliprk / vectorbt_pro_dashboard
  A Dashboard for multi-time frame simulation analysis for a portfolio of instruments
  ☆39Updated 2 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆126Updated 3 years ago
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆78Updated this week
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• QuantConnect / Lean.Brokerages.InteractiveBrokers
  InteractiveBrokers Brokerage Plugin
  ☆47Updated last week
• hashABCD / opstrat
  Option visualization python package
  ☆152Updated last year
• PythonForForex / ib_insync-guide-interactive-brokers
  A guide to using the Interactive Brokers API with the Python ib_insync library
  ☆86Updated 3 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆115Updated last year
• jkirkby3 / fypy
  Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…
  ☆106Updated 3 months ago
• rodler / quantinsti_statarb
  ☆61Updated 2 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆125Updated 3 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆58Updated 6 years ago
• sap215 / ETFConstituentExtractor
  This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.
  ☆23Updated 5 months ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆64Updated 2 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆50Updated 2 months ago