Alternatives and similar repositories for QuantResearch

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

• AIM-IT4 / QuantitativeDerivativeModels
  ☆46Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆241Updated 7 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆155Updated this week
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆118Updated 3 months ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆44Updated 2 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆149Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆176Updated last month
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆124Updated last week
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆264Updated last month
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆21Updated 2 months ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆201Updated 10 months ago
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆236Updated last year
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆91Updated 6 months ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆99Updated 2 years ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆40Updated last year
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆165Updated 6 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆153Updated 3 years ago
• chenenen13 / Trading-Strategies
  ☆82Updated 10 months ago
• JackJacquier / python-for-finance
  Python for Finance module for Imperial MSc in Mathematics and Finance
  ☆104Updated 10 months ago
• Finance-Hub / FinanceHubMaterials
  Guides, tutorials and presentations
  ☆56Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆123Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 6 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆91Updated 4 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆234Updated 2 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆167Updated 3 weeks ago
• 93tilinfinity / Yield-Curve-Fitting
  A B-Spline approach to modelling the term structure of interest rate swaps.
  ☆11Updated 5 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆57Updated this week