Alternatives and similar repositories for quantallocation

Users that are interested in quantallocation are comparing it to the libraries listed below

• chenenen13 / Trading-Strategies
  ☆86Updated last year
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆159Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆197Updated last week
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆30Updated 5 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆164Updated this week
• 93tilinfinity / Yield-Curve-Fitting
  A B-Spline approach to modelling the term structure of interest rate swaps.
  ☆11Updated 5 years ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆88Updated 3 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆273Updated 2 weeks ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆206Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆162Updated 3 weeks ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆122Updated 2 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆126Updated 2 months ago
• jkirkby3 / fypy
  Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…
  ☆131Updated 10 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆98Updated last month
• Quantreo / Alpha-Quant-Course
  ☆93Updated 2 months ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆137Updated 4 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆177Updated 3 months ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆67Updated 9 months ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆251Updated 7 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆126Updated last year
• mzizi-io / code-more
  Learning project by project.
  ☆20Updated 4 years ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆55Updated 6 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆191Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆473Updated last month
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆104Updated 3 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆244Updated 10 months ago
• Finance-Hub / FinanceHubMaterials
  Guides, tutorials and presentations
  ☆56Updated 2 years ago