Alternatives and similar repositories for Commodities:

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

• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 6 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 10 months ago
• jasonstrimpel / covshrink
  Python implementation of a sample covariance matrix shrinkage experiment
  ☆30Updated 11 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
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 4 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆31Updated 4 years ago
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆26Updated 3 years ago
• gwigniolle / Hedge-Fund-Replication
  ☆10Updated 6 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆32Updated 7 years ago
• conquerv0 / Pynaissance
  A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…
  ☆26Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆19Updated 4 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
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆36Updated last year
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆13Updated 3 years ago
• Pirimid / bond-price-prediction
  Corporate bond price prediction model
  ☆14Updated 4 years ago
• ucfbrd / ML-Quant-Finance
  Machine Learning for Quantitative Finance
  ☆24Updated 6 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated last month
• 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.
  ☆65Updated 5 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆24Updated 7 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 4 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 6 years ago
• BryceMeng / mlfinlab
  Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
  ☆33Updated 4 years ago