Alternatives and similar repositories for AlgoTrading

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

• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆263Updated 3 weeks ago
• nburgessx / QuantResearch
  Quant Research
  ☆84Updated this week
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆235Updated 5 months ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆81Updated 3 years ago
• Quantreo / Alpha-Quant-Course
  ☆84Updated 4 months ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆187Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆227Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆169Updated 2 weeks ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆46Updated last year
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆237Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆149Updated last week
• hudson-and-thames / backtest_tutorial
  ☆140Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆117Updated 2 weeks ago
• chenenen13 / Trading-Strategies
  ☆81Updated 8 months ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated last month
• sumilk / algo_trading
  ☆140Updated 2 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• bbcho / finoptions-dev
  ☆260Updated last year
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆96Updated 2 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆55Updated this week
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆82Updated 11 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆116Updated last year
• nburgessx / nburgessx.github.io
  Web Repository
  ☆9Updated 3 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆80Updated 4 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆165Updated 8 months ago
• SparkAbhi / SignalProcessingWithPython
  Signal processing examples in python
  ☆151Updated 5 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆245Updated 7 years ago