Alternatives and similar repositories for py4qf

Users that are interested in py4qf are comparing it to the libraries listed below

• yhilpisch / mlfin
  Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).
  ☆16Updated 2 years ago
• sofienkaabar / contrarian-trading-strategies
  Source Codes for "Contrarian Trading Strategies in Python"
  ☆79Updated 2 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 6 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆151Updated 4 years ago
• sofienkaabar / mastering-financial-pattern-recognition
  The Official Repository of Mastering Financial Pattern Recognition
  ☆153Updated 2 years ago
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆73Updated last year
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• Quantreo / Machine-Learning-for-Trading-premium-course
  ☆19Updated 2 months ago
• yhilpisch / rlfinance
  The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
  ☆104Updated 3 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
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆54Updated 10 months ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆40Updated last year
• yhilpisch / rl4f
  This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
  ☆66Updated 6 months ago
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆62Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆28Updated last year
• Peropero0 / quantitative_finance_playground
  ☆60Updated 9 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆45Updated 2 years ago
• baileydanseglio / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆63Updated last year
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆131Updated 4 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆129Updated 4 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆73Updated 5 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆67Updated last year
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆132Updated last year
• alkalescent / hyperdrive
  algorithmic trading using machine learning
  ☆153Updated last month
• GoldinLocks / Quant-Research
  Quantitative finance research notebooks
  ☆21Updated 5 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago