Alternatives and similar repositories for cwarp

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

• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆126Updated 3 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆149Updated 3 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆132Updated 5 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆166Updated last month
• Boulder-Investment-Technologies / lppls-ci_tactical_asset_allocation
  ☆82Updated 2 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆243Updated last year
• thlemercier / Wifey-Miro
  ☆116Updated 2 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆143Updated this week
• teddykoker / survivorship-free-spy
  ☆114Updated last year
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆304Updated last year
• vollib / py_vollib
  ☆340Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆133Updated 6 months ago
• baileydanseglio / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆61Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 4 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆243Updated 7 years ago
• hashABCD / opstrat
  Option visualization python package
  ☆153Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆159Updated 6 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆181Updated 10 months ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆116Updated 8 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
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆84Updated 4 years ago
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆107Updated 6 months ago
• EodHistoricalData / python-eodhistoricaldata
  Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.
  ☆97Updated last year
• NDelventhal / cot_reports
  cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…
  ☆160Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆144Updated 2 years ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆54Updated 2 months ago
• vollib / py_lets_be_rational
  ☆59Updated 11 months ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆55Updated 5 months ago
• akapur / pyiqfeed
  Python LIbrary for reading DTN's IQFeed
  ☆178Updated 4 months ago