Alternatives and similar repositories for QFiPy:

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

• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆41Updated 4 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆17Updated 5 years ago
• ucfbrd / ML-Quant-Finance
  Machine Learning for Quantitative Finance
  ☆24Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆41Updated 6 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• marketneutral / lectures
  ☆11Updated 4 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• elayden / Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
  Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…
  ☆11Updated 4 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• awilliea / Risk-based_RL_for_Optimal_Trading_Execution
  ☆19Updated 4 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆24Updated 7 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆34Updated 7 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆18Updated 4 years ago
• anuragagrawaal / pyPortfolioAnalysis
  'Portfolio Analysis, methods for portfolio optimization'
  ☆22Updated 4 years ago
• andreybabynin / HRP
  Hierarchical Risk Parity
  ☆28Updated 5 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆27Updated 4 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆43Updated 6 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆28Updated 3 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆21Updated 4 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• RickyXuPengfei / Intelligent-BackTesing-System
  Event-Driven BackTesting Framework
  ☆15Updated 6 years ago
• portfolioplus / pystockdb
  Stock database schema based on pony.orm with an update, sync, and create features.
  ☆17Updated last month
• WQU-MScFE-Capstone-MGS / retail-investor-strategies
  Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…
  ☆22Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 4 years ago