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.
  ☆367Updated last year
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆312Updated 10 years ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆249Updated 3 months ago
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆746Updated last year
• yassinemaaroufi / MibianLib
  Python Options Pricing Library
  ☆275Updated 3 years ago
• bfolkens / py-market-profile
  A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
  ☆370Updated last year
• ranaroussi / ezibpy
  ezIBpy, a Pythonic Client for Interactive Brokers API
  ☆331Updated 2 years ago
• chrism2671 / PyTrendFollow
  PyTrendFollow - systematic futures trading using trend following
  ☆393Updated 6 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆354Updated 6 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆130Updated 3 months ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆297Updated 3 weeks ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,053Updated 8 months ago
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆282Updated last month
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆374Updated 5 months ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆293Updated 9 months ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆677Updated last year
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆440Updated 5 months ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆281Updated 3 months ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆260Updated 2 years ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆515Updated last year
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆574Updated last week
• rolling-panda-san / notebooks
  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
  ☆557Updated this week
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆415Updated 2 years ago
• ynouri / pysabr
  SABR model Python implementation
  ☆491Updated 2 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆240Updated last year
• leosmigel / analyzingalpha
  ☆490Updated last year
• gerrymanoim / exchange_calendars
  Calendars for various securities exchanges.
  ☆494Updated 2 weeks ago
• hashABCD / opstrat
  Option visualization python package
  ☆148Updated last year
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆126Updated 5 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆170Updated 7 months ago