Alternatives and similar repositories for ElectrodynamicsPy

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

• robertmartin8 / WorldQuant_alpha101_code
  Code implementation of the Quantigic 101 Formulaic Alphas
  ☆10Updated 6 years ago
• TommasoBelluzzo / StrataXL
  An Excel integration of OpenGamma Strata.
  ☆13Updated 3 years ago
• mfrdixon / GP-CVA
  ☆13Updated 5 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• nickderobertis / sensitivity
  Sensitivity Analysis in Python - Gradient DataFrames and Hex-Bin Plots
  ☆15Updated 2 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• numericalalgorithmsgroup / NAGPythonExamples
  Examples and demos showing how to call functions from the nAG Library for Python
  ☆66Updated 6 months ago
• quantgirluk / ICMM
  📝 Introduction to Monte Carlo methods in Finance Workshop Materials
  ☆19Updated 2 years ago
• ronojoy / pybisp
  This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immed…
  ☆11Updated 3 years ago
• robertmartin8 / FinDB
  mysql/MariaDB stock price database
  ☆19Updated 4 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated last week
• ucaiado / FiniteDifference_Pricing
  Pricing derivatives using the explicit finite-difference method
  ☆13Updated 8 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated 4 months ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 5 years ago
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆10Updated 4 years ago
• junyanxu / Python-Heston-Option-Pricer
  ☆19Updated 8 years ago
• differential-machine-learning / appendices
  Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …
  ☆27Updated 2 years ago
• TommasoBelluzzo / BaselTools
  A framework for estimating Basel IV capital requirements.
  ☆23Updated 5 years ago
• tschm / TinyCTA
  Underlying package for the 10-line cta
  ☆12Updated this week
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• robertmartin8 / research
  Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.
  ☆24Updated 5 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated last year
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• gavinconran / numerical-finance
  Numerical Methods in Finance
  ☆19Updated 6 years ago
• je-suis-tm / recursion-and-dynamic-programming
  Julia and Python recursion algorithm, fractal geometry and dynamic programming applications including Edit Distance, Knapsack (Multiple C…
  ☆61Updated last year
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• yhilpisch / dnanlp
  Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.
  ☆16Updated 6 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago