Alternatives and similar repositories for jpmorganchase-python-training

Users that are interested in jpmorganchase-python-training are comparing it to the libraries listed below

• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆128Updated last year
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆253Updated 7 years ago
• zazhang / ep-chan-book-algo-trading
  Recreate EP Chan algo trading book strategies
  ☆417Updated 7 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher
  ☆166Updated 3 weeks ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆173Updated this week
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆196Updated last year
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆454Updated 5 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆245Updated last year
• hudson-and-thames / backtest_tutorial
  ☆152Updated 2 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated this week
• KVignesh122 / AssetNewsSentimentAnalyzer
  A sentiment analyzer package for financial assets and securities utilizing GPT models.
  ☆190Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆154Updated 3 years ago
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆504Updated 8 years ago
• AlainDaccache / Quantropy
  Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…
  ☆174Updated last year
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆808Updated 8 months ago
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆777Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆285Updated last week
• dan-the-quant / DTQ-Portfolio_Management_Course
  Portfolio Management Workshop by Dan the Quant
  ☆113Updated last month
• gw-moore / pyfredapi
  Python API Client for FRED
  ☆67Updated last month
• jamesmawm / mastering-python-for-finance-second-edition
  Sources codes for: Mastering Python for Finance, Second Edition
  ☆439Updated last week
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆496Updated last week
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆602Updated 2 years ago
• erykml / Python-for-Finance-Cookbook-2E
  The repository of "Python for Finance Cookbook" 2nd edition
  ☆255Updated 3 years ago
• chenenen13 / Trading-Strategies
  ☆86Updated last year
• romanmichaelpaolucci / Q-Fin
  A Python library for mathematical finance
  ☆566Updated 2 years ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆205Updated last year
• nburgessx / QuantResearch
  Quant Research
  ☆101Updated this week
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last week
• ynouri / pysabr
  SABR model Python implementation
  ☆584Updated 3 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆204Updated this week