Alternatives and similar repositories for survivorship-free-spy:

Users that are interested in survivorship-free-spy are comparing it to the libraries listed below

• teddykoker / blog
  Source code for my personal blog
  ☆191Updated 2 months ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆240Updated last year
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆261Updated 2 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆124Updated 4 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆193Updated 4 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆165Updated 3 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆131Updated 5 months ago
• hashABCD / opstrat
  Option visualization python package
  ☆150Updated last year
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆117Updated 2 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆174Updated 8 months ago
• vrishank97 / AlgoTrading
  Python Implementations of popular Algorithmic Trading Strategies
  ☆116Updated 3 months ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆130Updated 5 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆95Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆127Updated 2 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆120Updated 2 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆146Updated 2 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆209Updated 3 years ago
• quantstart / qstrader
  QSTrader
  ☆133Updated 6 years ago
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆172Updated 3 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆132Updated 6 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆302Updated 2 months ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆145Updated 3 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆131Updated 4 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆124Updated 3 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆124Updated 5 years ago
• StevenDowney86 / Public_Research_and_Backtests
  Research and Backtests I have been working on...enjoy
  ☆70Updated 4 years ago
• marketneutral / pairs-trading-with-ML
  ☆211Updated 7 years ago