lballabio / QuantLibLinks
The QuantLib C++ library
☆6,508Updated this week
Alternatives and similar repositories for QuantLib
Users that are interested in QuantLib are comparing it to the libraries listed below
Sorting:
- Performance analysis of predictive (alpha) stock factors☆3,990Updated last year
- QuantStart.com - QSTrader backtesting simulation engine.☆3,253Updated last year
- A list of online resources for quantitative modeling, trading, portfolio management☆3,607Updated last year
- Portfolio and risk analytics in Python☆6,143Updated last year
- High-performance TensorFlow library for quantitative finance.☆5,053Updated 8 months ago
- Python Algorithmic Trading Library☆4,623Updated 2 years ago
- bt - flexible backtesting for Python☆2,743Updated 2 weeks ago
- Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.☆6,128Updated 2 months ago
- Systematic Trading in python☆3,094Updated 2 weeks ago
- Portfolio analytics for quants, written in Python☆6,425Updated this week
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,443Updated 2 years ago
- A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, a…☆3,211Updated 3 months ago
- ffn - a financial function library for Python☆2,410Updated 3 weeks ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,664Updated 3 months ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,593Updated this week
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,944Updated 3 weeks ago
- Python Backtesting library for trading strategies☆19,485Updated last year
- 🔎 📈 🐍 💰 Backtest trading strategies in Python.☆7,534Updated 3 weeks ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,618Updated 2 weeks ago
- Quantitative analysis, strategies and backtests☆2,732Updated 2 years ago
- Quantitative research and educational materials☆2,700Updated 5 years ago
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,311Updated this week
- QTPyLib, Pythonic Algorithmic Trading☆2,241Updated 4 years ago
- A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.☆6,275Updated 10 months ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆3,325Updated 6 months ago
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,675Updated 8 months ago
- High performance datastore for time series and tick data☆3,086Updated last year
- Zipline, a Pythonic Algorithmic Trading Library☆19,199Updated last year
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆8,634Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,425Updated last year