Alternatives and similar repositories for quantandfinancial

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

• femtotrader / barchart-ondemand-client-python
  ☆15Updated 9 years ago
• VermeirJellen / Securities_Master_Database
  Project includes scripts to set up a securities master database with stock and ETF timeseries data
  ☆10Updated 9 years ago
• aaaquants / Factor-Modelling
  ☆14Updated 8 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆109Updated 8 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆22Updated 6 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
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆27Updated 5 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 8 years ago
• euclidjda / value-investing-studies
  Data Analysis Studies on Value Investing
  ☆89Updated 3 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 8 years ago
• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades
  ☆14Updated 3 years ago
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 6 years ago
• philipperemy / Statistical-Arbitrage
  Using Particle Markov Chain Monte Carlo
  ☆33Updated 5 years ago
• alpacahq / blogmaterials
  ☆30Updated 4 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 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
• jkclem / FANG-stock-prediction
  ☆15Updated 4 years ago
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆10Updated 4 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
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 6 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆27Updated 2 months ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆29Updated 3 years ago