Alternatives and similar repositories for Springbok

Users that are interested in Springbok 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
  ☆77Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• ab-trader / backtrader_addons
  Addons (analyzers, observers, indicators, data feeds etc) for backtrader
  ☆33Updated 2 years ago
• hackingthemarkets / backtrader-interactive-brokers
  integrate backtrader with interactive brokers
  ☆51Updated 4 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆125Updated 3 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆65Updated 6 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆144Updated 10 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆145Updated last year
• tobiasbrodd / backtester
  An event-driven backtester
  ☆112Updated 5 years ago
• PythonForForex / ib_insync-guide-interactive-brokers
  A guide to using the Interactive Brokers API with the Python ib_insync library
  ☆88Updated 3 years ago
• deltaray-io / kelly-criterion
  Kelly Criterion calculation
  ☆106Updated 3 years ago
• aconstandinou / mean-reversion
  Various python scripts to introduce mean reversion concepts.
  ☆23Updated 7 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆103Updated 3 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆38Updated 5 years ago
• FearlessXR / IBPythonAPI
  IB Python API related.
  ☆23Updated 7 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• GBERESEARCH / optionvisualizer
  Visualize option prices and sensitivities
  ☆58Updated last month
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆135Updated 7 years ago
• ultra1971 / backtrader_ib_insync
  Async integration between backtrader and Interactive brokers.
  ☆73Updated 2 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆37Updated 8 years ago
• hashABCD / opstrat
  Option visualization python package
  ☆160Updated 2 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 …
  ☆35Updated last year
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆108Updated last year
• tkp-archive / pyEX-zipline
  pyEX + Zipline
  ☆23Updated 3 years ago
• StevenDowney86 / Public_Research_and_Backtests
  Research and Backtests I have been working on...enjoy
  ☆72Updated 4 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆127Updated 4 years ago
• EodHistoricalData / python-eodhistoricaldata
  Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.
  ☆103Updated last year