Alternatives and similar repositories for secdef-parser

Users that are interested in secdef-parser are comparing it to the libraries listed below

• gty3 / dom-replay
  ☆42Updated 10 months ago
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆29Updated last year
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• marc-henrard / muRisQ-ir-models
  muRisQ Advisory: Interest Rate Models for Derivatives.
  ☆13Updated 2 years ago
• ntorm1 / Atlas
  ☆56Updated last year
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆63Updated 3 months ago
• CMEGroup / datamine_python
  Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.
  ☆71Updated 5 years ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆114Updated this week
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆29Updated 4 months ago
• CMEGroup / CMESmartStreamonGCP-BinaryData
  This is a sample implementation for consuming CME Market Data from CME Smart Stream on GCP in an ordered fashion.
  ☆11Updated 3 years ago
• nathanramoscfa / pyfinlab-legacy
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆24Updated 7 years ago
• databento / databento-python
  The official Python client library for Databento
  ☆187Updated this week
• KxSystems / arrowkdb
  kdb+ integration with Apache Arrow and Parquet
  ☆32Updated 3 months ago
• antdvid / FastAmericanOptionPricing
  Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…
  ☆48Updated 4 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated last week
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated 6 months ago
• femtotrader / pythalesians
  Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…
  ☆27Updated 4 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• gsalaz98 / cinnamon_roll
  Limit Orderbook Replay/Analysis Library
  ☆9Updated 6 years ago
• alphaville76 / sharadar_db_bundle
  ☆16Updated 4 months ago
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆61Updated 2 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆84Updated last month
• rob-blackbourn / iex_parser
  Parser for IEX pcap DEEP and TOPS files
  ☆26Updated 3 years ago
• ngriffiths13 / polars-trading
  A collection of helpful polars plugins and functions for market data processing.
  ☆46Updated 7 months ago
• deephaven-examples / deephaven-ib
  An Interactive Brokers integration for Deephaven
  ☆74Updated 10 months ago
• will-thompson-k / microstructure-plotter
  visualize financial microstructure 📈 & debug trading bots 🤖
  ☆46Updated 2 years ago
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆26Updated 4 years ago