matthewgilbert / blpLinks
Pythonic interface for Bloomberg Open API
☆132Updated 5 months ago
Alternatives and similar repositories for blp
Users that are interested in blp are comparing it to the libraries listed below
Sorting:
- An intuitive Bloomberg API☆271Updated 3 months ago
- Macrosynergy Quant Research☆149Updated this week
- pandas wrapper for Bloomberg Open API☆248Updated 7 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆258Updated this week
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆80Updated last year
- Get meaningful OHLCV datasets☆89Updated this week
- Python API Client for FRED☆62Updated last week
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆164Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆242Updated last year
- Bloomberg Python API☆378Updated last week
- Option visualization python package☆155Updated last year
- Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.☆97Updated last year
- Python Financial ENGineering (PyFENG package in PyPI.org)☆165Updated 8 months ago
- ☆347Updated last year
- Documentation for QuantLib-Python☆112Updated last month
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- Python library for asset pricing☆116Updated last year
- Analysis of financial instruments☆74Updated 3 weeks ago
- Toolkit for integration and analysis☆426Updated 2 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated 2 months ago
- Fast and scalable construction of risk parity portfolios☆311Updated last year
- ☆142Updated 2 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 11 months ago
- Portfolio and risk analytics in Python☆508Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆169Updated this week
- Quantamental finance research with python☆149Updated 3 years ago