Alternatives and similar repositories for options_trading

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

• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• grananqvist / Machine-Learning-Trading-Strategies
  Stock and Forex market prediction using ML and time-series modelling
  ☆38Updated 7 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆47Updated 8 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• aaaquants / Factor-Modelling
  ☆14Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆43Updated 5 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆21Updated 5 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆36Updated 8 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 5 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 5 years ago
• gylx / GTNRL-Trading
  ☆42Updated 4 years ago
• kennedyCzar / ALGORITHM-TRADING-AND-STOCK-PREDICTION-USING-MACHINE-LEARNING
  ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING
  ☆15Updated 7 years ago
• quantgalore / volatility-surface
  System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore
  ☆15Updated last year
• 0liu / ibstract
  Asynchronous financial data management
  ☆21Updated 8 years ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆59Updated last year
• white07S / Pricing-Models
  Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…
  ☆18Updated 3 years ago
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆70Updated 4 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 3 years ago
• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades
  ☆14Updated 3 years ago
• CaptorAB / openseries
  Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.
  ☆30Updated this week
• julian-west / asset_price_correlations
  Visualising correlations between different ETFs using network analytics and Plotly
  ☆34Updated 3 years ago
• junyanxu / Python-Heston-Option-Pricer
  ☆20Updated 8 years ago
• kafkasl / hpc.fassr
  High-Performance Computing. Fundamental Analysis Stock Screener and Ranker
  ☆22Updated 3 years ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆27Updated 10 months ago
• johnnyp2587 / transfer-learning
  Implementation of transfer learning based with autoencoder architecture
  ☆17Updated 5 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• m1balcerak / financial_labels
  Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…
  ☆26Updated 3 years ago