matthewgilbert / blpLinks
Pythonic interface for Bloomberg Open API
☆128Updated 3 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☆268Updated last month
- pandas wrapper for Bloomberg Open API☆246Updated 5 months ago
- Macrosynergy Quant Research☆137Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆160Updated last week
- Python library for asset pricing☆115Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆132Updated 6 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆228Updated this week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆121Updated last year
- Bloomberg Python API☆372Updated 2 weeks ago
- Quantamental finance research with python☆148Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- ☆333Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆121Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆100Updated 2 months ago
- Real-time & historical data API for US stocks and options☆60Updated 11 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆85Updated 2 years ago
- Bloomberg Open API with pandas☆101Updated 4 years ago
- Option visualization python package☆152Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 3 years ago
- Fast and scalable construction of risk parity portfolios☆299Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆80Updated 9 months ago
- Documentation for QuantLib-Python☆109Updated 10 months ago
- ☆57Updated 10 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆158Updated 6 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆87Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆159Updated 6 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆78Updated this week
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆39Updated 7 years ago