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 6 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆41Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 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…
  ☆32Updated 5 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 8 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• ucfbrd / ML-Quant-Finance
  Machine Learning for Quantitative Finance
  ☆24Updated 7 years ago
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆59Updated 8 years ago
• WayneDW / Automated-Equity-Asset-Selection-and-Allocation
  Optimal portfolio selection
  ☆33Updated 8 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• talaikis / HAR-RVModelForRealizedVolatility
  HAR-RV Model For Realized Volatility
  ☆32Updated 9 years ago
• umeshpalai / Cointegration-Test-in-python
  Cointegration Test in python
  ☆28Updated 6 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆18Updated 7 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆22Updated 6 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆27Updated 8 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆70Updated 2 years ago
• parrondo / deeptrading
  Deep Neural Network Trading collection of Tensorflow Jupyter notebooks
  ☆62Updated 2 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…
  ☆49Updated 4 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 8 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago