Alternatives and similar repositories for blp

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

• alpha-xone / xbbg
  An intuitive Bloomberg API
  ☆293Updated 2 weeks ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆144Updated last year
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆301Updated this week
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆163Updated 2 weeks ago
• matthewgilbert / pdblp
  pandas wrapper for Bloomberg Open API
  ☆251Updated last year
• msitt / blpapi-python
  Bloomberg Python API
  ☆394Updated 2 weeks ago
• vollib / py_vollib
  ☆370Updated last year
• 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…
  ☆178Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆125Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆115Updated this week
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated 3 weeks ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆176Updated 3 months ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆92Updated 3 weeks ago
• quantbelt / jupyter-quant
  A dockerized Jupyter quant research environment.
  ☆224Updated this week
• hashABCD / opstrat
  Option visualization python package
  ☆157Updated last year
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆564Updated last week
• bpsmith / tia
  Toolkit for integration and analysis
  ☆429Updated 2 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆122Updated 2 years ago
• databento / databento-python
  The official Python client library for Databento
  ☆234Updated this week
• 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…
  ☆84Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆197Updated 3 months 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…
  ☆175Updated 4 years ago
• maread99 / market_analy
  Analysis of financial instruments
  ☆75Updated 3 weeks ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆271Updated last week
• hydrosquall / tiingo-python
  Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)
  ☆299Updated 2 weeks ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆473Updated last month