Alternatives and similar repositories for Commodities:

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

• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 4 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆46Updated 4 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆26Updated 3 years ago
• ucfbrd / ML-Quant-Finance
  Machine Learning for Quantitative Finance
  ☆24Updated 6 years ago
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆55Updated 8 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆44Updated 7 years ago
• Pirimid / bond-price-prediction
  Corporate bond price prediction model
  ☆14Updated 4 years ago
• sumit090594 / WQU-Projects
  Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…
  ☆27Updated 5 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆63Updated 5 years ago
• umeshpalai / Cointegration-Test-in-python
  Cointegration Test in python
  ☆28Updated 6 years ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• gylx / Financial-Machine-Learning-Articles
  Contains the code for my financial machine learning articles
  ☆50Updated 4 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆8Updated 3 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• gwigniolle / Hedge-Fund-Replication
  ☆10Updated 7 years ago
• QuantInsti / EPAT
  ☆35Updated 3 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• convergenceIM / alpha-scientist
  ☆72Updated 3 years ago