Alternatives and similar repositories for pyrb

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

• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆89Updated 4 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆132Updated 6 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆90Updated 6 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆120Updated last year
• johnsoong216 / pymarkowitz
  Mean Variance (Markowitz) Portfolio Optimization and Beyond
  ☆63Updated last year
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆310Updated last year
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆66Updated 4 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆88Updated 4 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆28Updated 2 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆98Updated 2 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆129Updated 4 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆166Updated 5 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆84Updated 2 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆365Updated 6 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆94Updated 11 months ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• thedatabeat / SVI
  ☆52Updated 8 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆125Updated 5 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆229Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆242Updated last year
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆81Updated 6 months ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆122Updated 5 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆202Updated 2 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆142Updated 8 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆149Updated 3 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆169Updated 3 years ago