Alternatives and similar repositories for py_vollib_vectorized

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

• hashABCD / opstrat
  Option visualization python package
  ☆154Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆145Updated 2 years ago
• vollib / py_vollib
  ☆344Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆243Updated last year
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆123Updated 3 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆133Updated 5 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆368Updated last year
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆169Updated 3 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 4 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
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆269Updated 4 years ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆89Updated this week
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆225Updated 6 months ago
• vollib / py_lets_be_rational
  ☆59Updated 11 months ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆308Updated 4 months ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆165Updated 7 months ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆263Updated 2 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆107Updated 5 years ago
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆133Updated 2 years ago
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆287Updated 2 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆147Updated last week
• NDelventhal / cot_reports
  cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…
  ☆161Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆98Updated 2 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆182Updated 11 months ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆263Updated 7 months ago
• yassinemaaroufi / MibianLib
  Python Options Pricing Library
  ☆279Updated 4 years ago
• quantbelt / ib_fundamental
  Interactive Brokers Fundamental data for humans
  ☆83Updated this week