Alternatives and similar repositories for secdef-parser

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

• vollib / lets_be_rational
  ☆41Updated 10 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆27Updated last year
• 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
• ntorm1 / Atlas
  ☆57Updated last year
• gty3 / dom-replay
  ☆49Updated last year
• matlogica / AADC-Python
  ☆12Updated 6 months ago
• ngriffiths13 / polars-trading
  A collection of helpful polars plugins and functions for market data processing.
  ☆52Updated last month
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆45Updated last year
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆115Updated 2 years ago
• databento / databento-python
  The official Python client library for Databento
  ☆214Updated last week
• OpenSourceRisk / ORE-SWIG
  ☆53Updated last year
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆90Updated last week
• jrvarma / bond_pricing
  Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
  ☆35Updated last year
• BaptisteZloch / Quant-Invest-Lab
  Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…
  ☆28Updated last year
• Robot-Wealth / trader-tales
  ☆91Updated this week
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆154Updated last year
• kizzx2 / sbe-python
  Easy-to-use Python SBE decoder and encoder
  ☆22Updated 9 months ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆128Updated last week
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆29Updated last year
• PrettyGoodCapital / finance-enums
  Standard Financial Enumerations
  ☆11Updated last month
• Peropero0 / quantitative_finance_playground
  ☆60Updated 8 months ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆58Updated last year
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆35Updated 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…
  ☆51Updated 5 years ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 6 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…
  ☆64Updated 6 months ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• tschm / cs
  my talk for credit suisse
  ☆39Updated this week
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year