Alternatives and similar repositories for pysystemtrade_examples

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

• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆430Updated 4 years ago
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆499Updated 7 years ago
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆755Updated last month
• bbcho / finoptions-dev
  ☆258Updated last year
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆758Updated last year
• federicomariamassari / willowtree
  Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  ☆290Updated 6 years ago
• ynouri / pysabr
  SABR model Python implementation
  ☆519Updated 3 years ago
• federicomariamassari / financial-engineering
  Applications of Monte Carlo methods to financial engineering projects, in Python.
  ☆438Updated 7 years ago
• GriffinAustin / pynance
  Lightweight Python library for assembling and analysing financial data
  ☆379Updated 4 years ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆551Updated last year
• romanmichaelpaolucci / Q-Fin
  A Python library for mathematical finance
  ☆482Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆368Updated this week
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆804Updated 2 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆233Updated 4 months ago
• jamesmawm / mastering-python-for-finance-second-edition
  Sources codes for: Mastering Python for Finance, Second Edition
  ☆419Updated last month
• zazhang / ep-chan-book-algo-trading
  Recreate EP Chan algo trading book strategies
  ☆405Updated 6 years ago
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆223Updated last year
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆209Updated 4 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆184Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆260Updated this week
• rolling-panda-san / notebooks
  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
  ☆603Updated this week
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆102Updated 7 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆305Updated 3 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆141Updated this week
• hudson-and-thames / backtest_tutorial
  ☆138Updated last year
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆856Updated 2 years ago
• dbrojas / optlib
  A library for financial options pricing written in Python.
  ☆846Updated 2 years ago
• marketneutral / pairs-trading-with-ML
  ☆212Updated 7 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆149Updated 3 years ago
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆554Updated 4 months ago