Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
☆135Mar 1, 2026Updated this week
Alternatives and similar repositories for DROP
Users that are interested in DROP are comparing it to the libraries listed below
Sorting:
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆57Nov 3, 2018Updated 7 years ago
- DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnig…☆33Sep 26, 2018Updated 7 years ago
- Fixed income tools for R☆64May 10, 2025Updated 9 months ago
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Sep 26, 2018Updated 7 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆135May 8, 2019Updated 6 years ago
- An open source library for portfolio optimisation☆368Feb 27, 2024Updated 2 years ago
- ☆17Mar 26, 2018Updated 7 years ago
- ☆35Feb 4, 2019Updated 7 years ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆176Aug 20, 2024Updated last year
- Open source analytics and market risk library from OpenGamma☆926Feb 25, 2026Updated last week
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Feb 25, 2024Updated 2 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated this week
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Jan 26, 2021Updated 5 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,802Jan 27, 2026Updated last month
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Jan 15, 2024Updated 2 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆15May 1, 2017Updated 8 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- applications for risk management through computational portfolio construction methods☆43Sep 18, 2020Updated 5 years ago
- Stock-Robo-Advisor project including backtesting, simulating and practicality for future.☆13Apr 24, 2021Updated 4 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Dec 14, 2024Updated last year
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- This repo contains sample code and sample notebooks to illustrate how to work with Amazon FinSpace☆21Feb 12, 2025Updated last year
- lightweight LMAX disruptor v3 port in C++20☆35Sep 10, 2025Updated 5 months ago
- Open Source Risk Engine☆677Feb 4, 2026Updated last month
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆37Aug 9, 2021Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆60Jul 5, 2024Updated last year
- Dispersion Trading using Options☆33Apr 9, 2017Updated 8 years ago
- IEX Trading library to parse TOPS and DEEP multicast packets☆21Jun 14, 2023Updated 2 years ago
- Investment portfolio and stocks analyzing tools for Python with free historical data☆249Feb 18, 2026Updated 2 weeks ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Dec 2, 2021Updated 4 years ago
- Tools for investing in Python☆47Mar 19, 2022Updated 3 years ago
- Approximate Dynamic Programming for Portfolio Selection Problem☆56Dec 8, 2022Updated 3 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- Deep dive into stock portfolio☆14Mar 20, 2023Updated 2 years ago
- Simple Financial Demo for LWS that indexes S&P 500 company info, historical stock prices and Twitter feeds☆19Jun 14, 2023Updated 2 years ago
- Model news data in short, medium and long term for stock price trend prediction☆20Feb 12, 2018Updated 8 years ago
- R package for inference on the Sharpe ratio.☆20Dec 21, 2024Updated last year