Alternatives and similar repositories for py_vollib_vectorized

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

• vollib / py_vollib
  ☆339Updated last year
• hashABCD / opstrat
  Option visualization python package
  ☆153Updated last year
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆122Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆144Updated 2 years ago
• vollib / py_lets_be_rational
  ☆59Updated 11 months ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆168Updated 3 years ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆261Updated 6 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆118Updated last year
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆132Updated 2 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆132Updated 5 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆163Updated 7 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆141Updated this week
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 5 years ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆88Updated this week
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆149Updated 3 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆64Updated 4 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆241Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆126Updated 4 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆126Updated 3 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆91Updated last month
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆285Updated last month
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆79Updated 11 months ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• dougransom / vix_utils
  vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …
  ☆50Updated last year
• quantstart / qstrader
  QSTrader
  ☆132Updated 6 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆136Updated 4 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆165Updated 3 weeks ago