Alternatives and similar repositories for Hedgecraft

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

• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆61Updated 3 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆145Updated 3 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆124Updated 2 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆38Updated 2 years ago
• cvxgrp / cov_pred_finance
  ☆71Updated 7 months ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆60Updated last year
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆59Updated last year
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆65Updated 5 years ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆123Updated 3 months ago
• cvxgrp / simulator
  Tool to support backtests
  ☆49Updated last week
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆33Updated 5 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆24Updated 4 years ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆41Updated 2 weeks ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆37Updated 7 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated last month
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆87Updated last year
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆127Updated 3 months ago
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆40Updated 2 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• cvxgrp / cvxstatarb
  ☆34Updated 7 months ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆79Updated 4 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 5 years ago
• sylam / riskflow
  An xVA quantitative library written in python using tensorflow
  ☆17Updated last month
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 10 months ago
• tdmdal / rl-hedge-2019
  ☆50Updated 5 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆139Updated 7 years ago
• giotto-ai / stock-market-crashes
  How to detect stock market crashes with topology.
  ☆83Updated 4 years ago