Alternatives and similar repositories for ql_rest:

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

• JerBouma / FinancePortfolio
  Portfolio Management for Everyone
  ☆22Updated last year
• Roh-codeur / mlfinlab-1
  ☆13Updated 2 years 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
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆56Updated 2 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆20Updated 6 years ago
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆24Updated 4 years ago
• yhilpisch / py4qf
  Python for Quant Finance -- The New Benchmark
  ☆23Updated 2 years ago
• ThetaData-API / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆60Updated 10 months ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 4 years ago
• rstreppa / valuation-callables-HullWhite
  Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.
  ☆14Updated 6 years ago
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆23Updated 6 years ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆35Updated last year
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆38Updated 6 months ago
• Quant-Guild / Option_Greeks
  ☆11Updated 3 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆58Updated 5 years ago
• ranaroussi / seasonality
  Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality
  ☆20Updated 2 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• conquerv0 / Pynaissance
  A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…
  ☆26Updated last year
• alex33d / backtest_optimizer
  Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing
  ☆33Updated last month
• ejpjapan / opt_trade
  Volatility trading
  ☆22Updated 6 months ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆79Updated last week
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 3 months ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• Kroencke91 / load-stock-history-01
  Load & Query Stock Data Using OpenBB & ArcticDB
  ☆23Updated last year
• gty3 / dom-replay
  ☆41Updated 7 months ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆50Updated 3 years ago
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆75Updated 5 months ago