Alternatives and similar repositories for emsx_api_repository

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

• alpha-xone / xbbg
  An intuitive Bloomberg API
  ☆268Updated last month
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆159Updated 6 years ago
• Robot-Wealth / trader-tales
  ☆79Updated 3 months ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆109Updated 10 months ago
• matthewgilbert / blp
  Pythonic interface for Bloomberg Open API
  ☆128Updated 3 months ago
• matthewgilbert / pdblp
  pandas wrapper for Bloomberg Open API
  ☆246Updated 5 months ago
• kyuni22 / pybbg
  Bloomberg Open API with pandas
  ☆101Updated 4 years ago
• alex314159 / blpapiwrapper
  Simple Python wrapper for the Python Open Bloomberg API
  ☆104Updated 2 years ago
• vollib / py_lets_be_rational
  ☆58Updated 10 months ago
• msitt / blpapi-python
  Bloomberg Python API
  ☆373Updated 3 weeks ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆240Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆137Updated last week
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 5 years ago
• tkim / emsx_api_doc
  EMSX API Programmers Guide
  ☆16Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆80Updated 9 months ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆66Updated 5 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆121Updated last year
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆146Updated 3 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆97Updated 2 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated last year
• 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
• datudar / equity-risk-model
  A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
  ☆40Updated 7 years ago
• vollib / py_vollib
  ☆334Updated last year
• ahmedengu / trading_evolved
  Trading Evolved book code
  ☆69Updated 4 years ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆35Updated 4 years ago
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆63Updated 2 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
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆132Updated 6 months ago
• pbharrin / alpha-compiler
  ☆44Updated last year