Alternatives and similar repositories for betting-against-beta

Users that are interested in betting-against-beta are comparing it to the libraries listed below

• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• hudson-and-thames / guide_to_modern_portfolio_optimization
  ☆11Updated last year
• hudson-and-thames / pykalman
  Kalman Filter, Smoother, and EM Algorithm for Python
  ☆10Updated last year
• Quant-Guild / Option_Greeks
  ☆12Updated 3 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆16Updated 11 months ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• shuangology / Machine-Learning-for-Asset-Managers
  Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
  ☆16Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆28Updated 5 years ago
• chrischia06 / XTXForecastingChallenge
  XTX Forecasting Challenge https://challenge.xtxmarkets.com/
  ☆9Updated 5 years ago
• ozdemirozcelik / coint-tools
  Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
  ☆13Updated last year
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• gsalaz98 / cinnamon_roll
  Limit Orderbook Replay/Analysis Library
  ☆9Updated 6 years ago
• javifalces / tradeasystems_connector
  Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…
  ☆14Updated 2 years ago
• Globe-Research / bitfear
  Fear and volatility in crypto markets
  ☆14Updated 2 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• hudson-and-thames / example-notebooks
  ☆19Updated last year
• satyapravin / StructuralEntropy
  Hedge long only portfolio using structural entropy
  ☆15Updated 2 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 4 years ago
• layoups / microstructure-and-liquidity
  ☆21Updated 2 years ago
• CaptorAB / openseries
  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…
  ☆28Updated this week
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆24Updated last year
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• quantgalore / volatility-surface
  System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore
  ☆13Updated last year
• ozencgungor / Pairs_Trading_Kalman
  Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
  ☆11Updated 2 years ago
• quantrocket-codeload / pipeline-tutorial
  In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …
  ☆10Updated last year