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
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• nburgessx / nburgessx.github.io
  Web Repository
  ☆9Updated 3 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆80Updated 9 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆19Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆160Updated last week
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆232Updated 3 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆98Updated this week
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆115Updated 4 months ago
• chenenen13 / Trading-Strategies
  ☆81Updated 6 months ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆85Updated 2 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆74Updated 2 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆137Updated this week
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆70Updated 4 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated 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
• MerinoRaul / IntroFinancialDerivatives
  ☆29Updated 2 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 4 months ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆87Updated 4 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆51Updated last week
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆61Updated last year
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆39Updated 8 months ago
• JoaoJungblut / QuantFinanceTraining
  This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…
  ☆30Updated last year
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆50Updated last month
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆115Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆221Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆148Updated 2 years ago
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆43Updated 5 years ago