Alternatives and similar repositories for lvvd

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

• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆133Updated 4 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆165Updated 6 years ago
• QuantInsti / EPAT
  ☆38Updated 3 years ago
• teddykoker / survivorship-free-spy
  ☆116Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆245Updated last year
• yhilpisch / ftwp
  Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.
  ☆93Updated last year
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆216Updated 4 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 5 years ago
• marketneutral / pairs-trading-with-ML
  ☆214Updated 8 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆125Updated 5 years ago
• erykml / Python-for-Finance-Cookbook
  Repository of Python for Finance Cookbook, published by Packt
  ☆86Updated 4 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆129Updated 4 years ago
• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆121Updated 4 years ago
• StevenDowney86 / Public_Research_and_Backtests
  Research and Backtests I have been working on...enjoy
  ☆71Updated 4 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆153Updated 3 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆234Updated 2 years ago
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆35Updated 7 years ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆22Updated 5 years ago
• ahmedengu / trading_evolved
  Trading Evolved book code
  ☆77Updated 5 years ago
• yhilpisch / dawp
  Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
  ☆622Updated 4 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 5 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆133Updated 6 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• peng3738 / Selfstudy-note-for-advances-in-financial-machine-learning
  Notebook for <Advances in Financial Machine Learning> using Python 3.7
  ☆43Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago