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
  ☆266Updated 3 weeks ago
• matthewgilbert / pdblp
  pandas wrapper for Bloomberg Open API
  ☆245Updated 4 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆128Updated this week
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆121Updated 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) …
  ☆216Updated this week
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆131Updated 5 months ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆125Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆240Updated last year
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆157Updated 5 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆115Updated last year
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆105Updated 9 months ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆41Updated 3 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…
  ☆156Updated last year
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆156Updated 6 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆146Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆158Updated 3 weeks ago
• kyuni22 / pybbg
  Bloomberg Open API with pandas
  ☆101Updated 3 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆79Updated 8 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆118Updated last year
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆82Updated last week
• LSEG-API-Samples / Example.DataLibrary.Python
  Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python
  ☆93Updated last month
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆225Updated last year
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆120Updated 2 years ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆257Updated 4 months ago
• vollib / py_lets_be_rational
  ☆56Updated 9 months ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 5 years ago
• msitt / blpapi-python
  Bloomberg Python API
  ☆369Updated 3 weeks ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆123Updated 4 years ago
• vollib / py_vollib
  ☆328Updated last year