Alternatives and similar repositories for etrm

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

• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆15Updated 9 years ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆36Updated 3 weeks ago
• stochasticquant / Derivative-Pricing-in-Python
  Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…
  ☆14Updated 7 years ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆31Updated 2 years ago
• jason-ash / pyesg
  Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
  ☆141Updated 2 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• genedan / TmVal
  Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
  ☆36Updated 4 years ago
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆132Updated this week
• jdvelasq / cashflows
  Financial investment modeling and advanced engineering economics using Python
  ☆90Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆99Updated last year
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 3 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆23Updated 8 years ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆50Updated 4 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆34Updated 11 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆55Updated 8 months ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 2 weeks ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆38Updated 4 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated 2 years ago
• Robot-Wealth / trader-tales
  ☆95Updated 2 months ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• open-risk / scenarioGenerator
  A python library for generating macro-economic scenarios
  ☆10Updated last year
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 8 months ago
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆25Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated last month
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆22Updated 6 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago