Alternatives and similar repositories for QuantResearch

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

• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆80Updated 10 months ago
• nburgessx / nburgessx.github.io
  Web Repository
  ☆9Updated 3 years ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆20Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆105Updated this week
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated this week
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆89Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆165Updated 3 weeks ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆233Updated 4 months ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆39Updated 8 months ago
• chenenen13 / Trading-Strategies
  ☆81Updated 7 months ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆82Updated 3 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 5 months ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆75Updated 5 months ago
• MerinoRaul / IntroFinancialDerivatives
  ☆29Updated 2 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• Finance-Hub / FinanceHubMaterials
  Guides, tutorials and presentations
  ☆56Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆260Updated this week
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆77Updated 4 years ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆77Updated 3 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆115Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆223Updated last year
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆50Updated 6 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆141Updated this week
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆192Updated 7 months ago
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆112Updated 6 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆62Updated last year
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆43Updated 5 years ago