Alternatives and similar repositories for bourse

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

• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆64Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆152Updated 2 years ago
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆75Updated 7 months ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆261Updated 7 years ago
• MiaDor12 / Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
  Features and labels engineering of raw data of quotes of several stocks.
  ☆32Updated 6 years ago
• nautechsystems / nautilus_data
  Example data for use with NautilusTrader
  ☆35Updated 3 weeks ago
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆64Updated 5 years ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆131Updated last week
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆120Updated 2 weeks ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆181Updated 11 months ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆178Updated 2 months ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆27Updated last year
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆41Updated 5 years ago
• Yvictor / polars_ta_extension
  Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
  ☆211Updated 3 months ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆142Updated 10 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆132Updated last year
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆138Updated 3 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆277Updated 4 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆59Updated 3 weeks ago
• limx0 / nautilus_talks
  ☆40Updated last year
• databento / databento-python
  The official Python client library for Databento
  ☆215Updated last week
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆93Updated 3 weeks ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆201Updated last year
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆283Updated last week
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• Peropero0 / quantitative_finance_playground
  ☆60Updated 9 months ago