Alternatives and similar repositories for py_vollib

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

• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆368Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆136Updated 7 months ago
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆314Updated 10 years ago
• yassinemaaroufi / MibianLib
  Python Options Pricing Library
  ☆279Updated 4 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆310Updated 5 months ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆310Updated last year
• chrism2671 / PyTrendFollow
  PyTrendFollow - systematic futures trading using trend following
  ☆416Updated 7 years ago
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆288Updated 2 months ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆429Updated 2 years ago
• ranaroussi / ezibpy
  ezIBpy, a Pythonic Client for Interactive Brokers API
  ☆332Updated 3 years ago
• akapur / pyiqfeed
  Python LIbrary for reading DTN's IQFeed
  ☆180Updated 5 months ago
• hashABCD / opstrat
  Option visualization python package
  ☆155Updated last year
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆508Updated last month
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆242Updated last year
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆365Updated 6 years ago
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆668Updated this week
• bfolkens / py-market-profile
  A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
  ☆376Updated last year
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆263Updated 7 months ago
• alpha-xone / xbbg
  An intuitive Bloomberg API
  ☆271Updated 3 months ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆309Updated 7 months ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆134Updated 5 years ago
• gerrymanoim / exchange_calendars
  Calendars for various securities exchanges.
  ☆529Updated 2 weeks ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆706Updated 3 months ago
• leosmigel / analyzingalpha
  ☆501Updated last year
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆813Updated 2 years ago
• mattsta / ib_insync
  Live upstream is now at https://github.com/ib-api-reloaded/ib_async; sadly, the orignial creator Ewald has died and now we must continue …
  ☆96Updated last year
• NDelventhal / cot_reports
  cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…
  ☆164Updated last year
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆448Updated 2 months ago
• hydrosquall / tiingo-python
  Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)
  ☆282Updated last month
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆225Updated 7 months ago