Alternatives and similar repositories for PythonResources

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

• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆19Updated last year
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆50Updated 2 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆78Updated 2 months ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆86Updated 2 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆80Updated 9 months ago
• nburgessx / nburgessx.github.io
  Web Repository
  ☆9Updated 3 years ago
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆222Updated last year
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆137Updated last week
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆232Updated 4 months ago
• JoaoJungblut / QuantFinanceTraining
  This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…
  ☆30Updated last year
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• malyginvladimir / CQF
  This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
  ☆49Updated last year
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆130Updated last year
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆35Updated 7 years ago
• pkouassi / CQF
  The CQF program
  ☆92Updated 8 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…
  ☆77Updated 3 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆184Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆101Updated this week
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆135Updated 4 years ago
• hashABCD / opstrat
  Option visualization python package
  ☆152Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆160Updated last week
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆222Updated last year
• mzizi-io / code-more
  Learning project by project.
  ☆19Updated 3 years ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆109Updated 10 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• MerinoRaul / IntroFinancialDerivatives
  ☆29Updated 2 years ago
• KaiZheng2020 / CQF
  CQF
  ☆26Updated 2 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆51Updated this week
• hudson-and-thames / backtest_tutorial
  ☆138Updated last year