Alternatives and similar repositories for emsx_api_doc

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

• tkim / emsx_api_repository
  EMSX API Code Samples
  ☆82Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆155Updated last week
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆129Updated 4 years ago
• calmitchell617 / Springbok
  ☆20Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆245Updated last year
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆165Updated 6 years ago
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆66Updated 3 years ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆38Updated 4 years ago
• datudar / equity-risk-model
  A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
  ☆43Updated 7 years ago
• OpenSourceRisk / ORE-SWIG
  ☆53Updated last year
• Robot-Wealth / trader-tales
  ☆91Updated this week
• vollib / py_lets_be_rational
  ☆62Updated last year
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆127Updated 4 years ago
• webn3ewbie / Economic-Data-Terminal
  ☆24Updated 2 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆90Updated last month
• vilen22 / sofr
  SOFR curve bootstrapping
  ☆26Updated 5 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆124Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆139Updated 10 months ago
• alpha-xone / xbbg
  An intuitive Bloomberg API
  ☆274Updated 5 months ago
• Peropero0 / quantitative_finance_playground
  ☆60Updated 9 months ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆113Updated last week
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆235Updated 2 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆133Updated 4 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…
  ☆134Updated 6 years ago
• hsm207 / trading_evolved
  Code from the Trading Evolved book
  ☆45Updated 4 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆79Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• jensolson / CFTC-COT
  Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
  ☆38Updated 2 months ago
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆22Updated 6 years ago