Alternatives and similar repositories for quantandfinancial

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

• VermeirJellen / Securities_Master_Database
  Project includes scripts to set up a securities master database with stock and ETF timeseries data
  ☆10Updated 9 years ago
• femtotrader / barchart-ondemand-client-python
  ☆14Updated 9 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆54Updated 11 years ago
• systematicinvestor / systematicinvestor.github.io
  ☆17Updated 9 years ago
• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆12Updated 7 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆109Updated 8 years ago
• aaaquants / Factor-Modelling
  ☆14Updated 7 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• euclidjda / value-investing-studies
  Data Analysis Studies on Value Investing
  ☆89Updated 3 years ago
• alpacahq / blogmaterials
  ☆30Updated 4 years ago
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 6 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 8 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆69Updated 10 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades
  ☆13Updated 2 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 8 years ago
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆27Updated 5 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• nakulnayyar / SupResGenerator
  Automatically generate Support & Resistance Lines on charts
  ☆20Updated 9 years ago
• jamesmawm / Options-Modelling
  Root-finding algos, Black-Scholes and trees with Python
  ☆44Updated 11 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆37Updated 8 years ago
• FaGuoMa / Azure-IB
  ☆24Updated 9 years ago
• javifalces / tradeasystems_connector
  Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…
  ☆14Updated 2 years ago
• jaungiers / Random-Portfolio-vs-Benchmark-Strategy
  Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
  ☆23Updated 10 years ago
• bualpha / quant-library
  α collection of resources for people interested in quant finance
  ☆53Updated 6 years ago