Alternatives and similar repositories for finance-with-python:

Users that are interested in finance-with-python are comparing it to the libraries listed below

• convergenceIM / alpha-scientist
  ☆72Updated 2 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 5 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆65Updated 5 years ago
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆107Updated 5 years ago
• peng3738 / Selfstudy-note-for-advances-in-financial-machine-learning
  Notebook for <Advances in Financial Machine Learning> using Python 3.7
  ☆43Updated 6 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 5 years ago
• marketneutral / stock-cluster-nlp
  ☆28Updated 7 years ago
• omartinsky / BlackLitterman
  Implementation of the famous Black-Litterman model in Jupyter notebook
  ☆41Updated 4 years ago
• Gustrigos / Eigen-Portfolio
  Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …
  ☆73Updated 4 years ago
• QuantInsti / EPAT
  ☆35Updated 3 years ago
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 6 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆56Updated last year
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆128Updated 4 years ago
• erykml / Python-for-Finance-Cookbook
  Repository of Python for Finance Cookbook, published by Packt
  ☆86Updated 4 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆69Updated 9 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆144Updated 3 years ago
• rodler / Quantinsti_RL
  ☆36Updated 4 years ago
• conquerv0 / Pynaissance
  A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…
  ☆26Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆42Updated 5 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆34Updated 7 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated 11 months ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆26Updated last month
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago