Alternatives and similar repositories for iex_parser

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

• andresberejnoi / Python-FIX-Engine
  A basic FIX engine built in Python, using the QuickFIX library
  ☆31Updated last month
• DrAshBooth / PyLOB
  Fully functioning fast Limit Order Book written in Python
  ☆197Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 years ago
• gty3 / dom-replay
  ☆51Updated last year
• vollib / py_lets_be_rational
  ☆66Updated last month
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆88Updated 5 months ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆144Updated last year
• da4089 / simplefix
  Simple FIX protocol implementation for Python
  ☆252Updated 9 months ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆97Updated 7 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆122Updated last year
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆108Updated last year
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆93Updated 2 years ago
• antdvid / FastAmericanOptionPricing
  Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…
  ☆51Updated 5 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 5 years ago
• akshett / NASDAQ-ITCH-parser
  ☆15Updated 9 years ago
• kmanley / orderbook
  A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…
  ☆77Updated 5 years ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 6 years ago
• databento / databento-python
  The official Python client library for Databento
  ☆232Updated this week
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆135Updated 4 years ago
• Robot-Wealth / trader-tales
  ☆95Updated 2 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆162Updated last week
• GBERESEARCH / optionvisualizer
  Visualize option prices and sensitivities
  ☆57Updated 2 weeks ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆76Updated 7 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆132Updated last week