Alternatives and similar repositories for Historical-Volatility-Calculator

Users that are interested in Historical-Volatility-Calculator are comparing it to the libraries listed below

• bigdata-trading / algo-trading-strategies
  Big Data course project (EPFL) - Trading strategies based on order book
  ☆29Updated 11 years ago
• henrywoo / qblog
  Blog system for quant
  ☆39Updated 9 years ago
• brotchie / tradelink
  Unofficial tradelink mirror (tradelink.org).
  ☆29Updated 13 years ago
• henrywoo / pysentosa
  Python API for sentosa trading system
  ☆42Updated 9 years ago
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 2 years ago
• QuantConnect / Lean.Brokerages.FXCM
  Cross platform implementation of FXCM Java Trading API in .NET for connecting with FXCM. Uses IKVM to port the Java library to a .NET DLL…
  ☆15Updated 6 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 14 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• virusme / GUI-Interface-to-Interactive-Brokers-IB-Gateway
  GUI Interface to Interactive Brokers API
  ☆10Updated 9 years ago
• djunh1 / event-driven-backtesting
  The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…
  ☆17Updated 9 years ago
• gwigniolle / Hedge-Fund-Replication
  ☆10Updated 7 years ago
• PeterPanonGit / IBridgePy
  libraries and algorithms for IBridgePy
  ☆34Updated 10 years ago
• systematicinvestor / systematicinvestor.github.io
  ☆17Updated 9 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆89Updated 11 years ago
• joequant / algobroker
  Algo execution engine
  ☆94Updated 9 years ago
• micclly / mt4R
  MT4 -> R interface library
  ☆39Updated 11 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 8 years ago
• PortfolioEffect / PE-HFT-Java
  Java library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆20Updated 8 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆42Updated 10 years ago
• sbenzev / hft
  high-frequency trading
  ☆60Updated 12 years ago
• datawrestler / after-hours
  Obtain pre market and after hours stock prices for a given symbol
  ☆36Updated 4 years ago
• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆122Updated 6 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• philipperemy / OrderBook-TWAP
  Programming Test
  ☆12Updated 10 years ago
• jasonswearingen / QuantShim
  A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com
  ☆51Updated 10 years ago
• rudimeier / twsapi
  portable C++ API for Interactive Brokers TWS
  ☆136Updated 6 years ago
• gnagel / greeks
  Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)
  ☆28Updated 8 years ago
• daleroberts / heston
  Implementations of the Heston stochastic volatility model
  ☆24Updated 10 years ago
• worldexplorer / SquareOne
  Automated trading strategies backtester
  ☆49Updated 6 years ago
• PortfolioEffect / PE-HFT-Matlab
  MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
  ☆30Updated 9 years ago