Alternatives and similar repositories for mifid2-rts:

Users that are interested in mifid2-rts are comparing it to the libraries listed below

• StuartGordonReid / Economic-Forecasting
  Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.
  ☆14Updated 9 years ago
• firmai / firmai
  ☆17Updated this week
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆21Updated 5 years ago
• addisonlynch / pyTD
  Python SDK for TD Ameritrade's Developer APIs
  ☆12Updated 6 years ago
• matthewgilbert / blotter
  A financial blotter for trading FX and Futures
  ☆23Updated 7 years ago
• open-risk / portfolioAnalytics
  A Python library for generating analytic tests for credit portfolio loss distributions
  ☆33Updated 2 months ago
• DragonSA / amf_research
  The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…
  ☆11Updated 12 years ago
• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆11Updated 6 years ago
• auto-differentiation / QuantLib-Risks-Py
  Fast Risks with QuantLib in Python
  ☆14Updated 8 months ago
• adamsherman / pytrademonster
  An easy to use Python interface to optionshouse (trademonster) proprietary XML based API.
  ☆9Updated 7 years ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆29Updated 6 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• romanmichaelpaolucci / Automatic_Portfolio_Optimization
  A pipeline to optimize a portfolio of assets and test it against unseen data.
  ☆12Updated 5 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• lakshmiDRIP / DROP-Asset-Allocation
  DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…
  ☆10Updated 6 years ago
• aashar / NiFi4Trading
  NiFi Bundle for FIX Protocol
  ☆16Updated 7 years ago
• femtotrader / barchart-ondemand-client-python
  ☆14Updated 9 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 6 years ago
• yhilpisch / dnanlp
  Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.
  ☆16Updated 6 years ago
• cajohnst / Optimized_FX_Portfolio
  Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market
  ☆12Updated 8 years ago
• xlwings / talks
  Material from presentations
  ☆13Updated 3 years ago
• open-risk / openSecuritisation
  Demonstrating technical elements in support of open source securitisation frameworks
  ☆13Updated 5 months ago
• masonl93 / IB-Playground
  Data Analysis with Interactive Brokers API
  ☆8Updated 2 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆18Updated 4 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 4 years ago
• MISHRA19 / Computing-Max-Drawdown-with-Python
  Modelling Maximum Drawdown with Python
  ☆10Updated 4 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆41Updated 4 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆15Updated 5 years ago
• JarrodAJ / sec-doc-info-extraction
  Using NLP to find and extract specific information from long, unstructured documents
  ☆14Updated 6 years ago