Alternatives and similar repositories for cwarp

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

• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆154Updated 3 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated last year
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆146Updated 6 months ago
• vollib / py_vollib
  ☆379Updated 2 weeks ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆127Updated 4 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated last month
• thlemercier / Wifey-Miro
  ☆120Updated 3 years ago
• teddykoker / survivorship-free-spy
  ☆117Updated last year
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆194Updated last year
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated last week
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆172Updated 7 years ago
• Boulder-Investment-Technologies / lppls-ci_tactical_asset_allocation
  ☆82Updated 3 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆316Updated 11 months ago
• hashABCD / opstrat
  Option visualization python package
  ☆159Updated 2 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆252Updated 7 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…
  ☆176Updated 4 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆160Updated 4 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆147Updated last year
• avelkoski / FRB
  Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)
  ☆179Updated 2 years ago
• yassinemaaroufi / MibianLib
  Python Options Pricing Library
  ☆288Updated 4 years ago
• robcarver17 / reports
  Automatically generated reports and diagnostics of interest to futures traders
  ☆63Updated last week
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆84Updated last year
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆452Updated 5 years ago
• hydrosquall / tiingo-python
  Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)
  ☆300Updated last month
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• teddykoker / blog
  Source code for my personal blog
  ☆198Updated 2 weeks ago
• akapur / pyiqfeed
  Python LIbrary for reading DTN's IQFeed
  ☆181Updated 11 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆201Updated 2 weeks ago