Alternatives and similar repositories for option_tools:

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

• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆121Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆163Updated 6 years ago
• Alexdachen / ivix
  中国波指的计算
  ☆135Updated 6 years ago
• jiangtiantu / factorhub
  ☆190Updated 4 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆70Updated 4 years ago
• Scorpi000 / QuantStudio
  ☆141Updated 4 months ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆121Updated 5 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆110Updated 3 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆138Updated 8 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆140Updated 5 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆288Updated 5 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆92Updated 5 years ago
• iniself / noba
  Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…
  ☆94Updated last year
• Chandlercjy / OnePy
  Python Backtesting library for OnePiece in trading.
  ☆308Updated 5 years ago
• wbbhcb / futures_strategy
  ☆49Updated last year
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆64Updated 5 years ago
• LowinLi / fushare
  A utility for fundamentals data of China commodity futures
  ☆246Updated 5 years ago
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆308Updated last year
• neilsmurphy / backtrader_template
  Basic template for managing Backtrader backtests.
  ☆173Updated 3 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆62Updated 4 years ago
• wukan1986 / ta_cn
  中国版技术指标
  ☆169Updated last year
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆202Updated 4 years ago
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆47Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆80Updated 5 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆81Updated 5 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆41Updated last year
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆108Updated 6 years ago
• QuantWorld2022 / qlib_tutorial
  ☆175Updated last year
• xcycharles / stock
  stock
  ☆87Updated 3 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago