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
  ☆295Updated this week
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated last week
• matthewgilbert / pdblp
  pandas wrapper for Bloomberg Open API
  ☆252Updated 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) …
  ☆305Updated this week
• msitt / blpapi-python
  Bloomberg Python API
  ☆394Updated this week
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆126Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆145Updated last year
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆177Updated 4 months ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆116Updated 2 weeks ago
• hashABCD / opstrat
  Option visualization python package
  ☆160Updated 2 years ago
• 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…
  ☆180Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated last year
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆572Updated last month
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆199Updated this week
• vollib / py_vollib
  ☆375Updated this week
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆122Updated 2 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated last month
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆106Updated 3 years ago
• quantbelt / jupyter-quant
  A dockerized Jupyter quant research environment.
  ☆228Updated this week
• maread99 / market_analy
  Analysis of financial instruments
  ☆75Updated last week
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆93Updated this week
• LautaroParada / eod-data
  SDK for the EOD Historical data API
  ☆100Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆277Updated last week
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• gityoav / pyg
  Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy
  ☆28Updated 5 months ago
• 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
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆176Updated 4 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆125Updated 3 years ago
• quantbelt / ib_fundamental
  Interactive Brokers Fundamental data for humans
  ☆99Updated 6 months ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆252Updated 7 years ago