konimarti / fixedincomeLinks
Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters
☆10Updated 2 years ago
Alternatives and similar repositories for fixedincome
Users that are interested in fixedincome are comparing it to the libraries listed below
Sorting:
- FinanceDatabase☆30Updated last year
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆39Updated 4 months ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆14Updated last year
- Simple financial dashboard powered by OpenBB and Streamlit. App displays stocks, bonds, currencies, cryptos, indices, and alt economic da…☆32Updated 2 years ago
- Interest-rate modeling and Fixed Income Pricing in Python☆12Updated 4 years ago
- ☆30Updated 2 years ago
- Relative Strength Stock Screener powered by OpenBB☆29Updated 2 years ago
- Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version☆18Updated last year
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆65Updated 4 years ago
- Finance Dashboard : Built on Flask, Data from OpenBB and Views on Plotly-Dash.☆15Updated 2 years ago
- Cash flow and analytics engine for mortgage-backed securities (MBS)☆12Updated 3 years ago
- Beginner friendly guide into the world of investing, quant data analysis and algorithmic trading.☆40Updated 2 years ago
- ☆35Updated last year
- ☆14Updated 10 months ago
- ☆42Updated 3 years ago
- Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's grow…☆10Updated 4 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- Unofficial Messari's Crypto Data API client in python☆8Updated last year
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆33Updated 4 years ago
- Extension template for OpenBB.☆19Updated last year
- 💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架☆52Updated 4 years ago
- C++23 tools and utilities for algorithmic trading.☆15Updated 3 weeks ago
- Chat interface for OpenBB based on a instruct finetuning of a LLM, similar to ChatGPT.☆23Updated last year
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Investment research with OpenBB SDK.☆22Updated 2 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 4 years ago
- A curated list of investing services and tools, financial data, quantitative research and algorithmic trading☆24Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆53Updated 4 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆33Updated 5 months ago