Alternatives and similar repositories for bourse:

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

• calumrussell / rotala
  Backtesting engine written in Rust
  ☆68Updated last week
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆116Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆137Updated 2 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.
  ☆29Updated 5 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆55Updated this week
• joshuapjacob / crypto-volatility-surface
  A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
  ☆52Updated 2 weeks ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆69Updated 4 years ago
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆59Updated 4 years ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆99Updated last week
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆151Updated last month
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆187Updated this week
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆61Updated 2 months ago
• viai957 / Optimal-Portfolio-Transactions
  We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from p…
  ☆36Updated 7 months ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆221Updated 6 years ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆110Updated 3 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆39Updated 5 months ago
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆57Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆115Updated this week
• alex33d / backtest_optimizer
  Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing
  ☆31Updated last week
• day0market / geger
  Lightweight algo trading framework
  ☆29Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆107Updated this week
• BBieganowski / pymicrostructure
  ☆46Updated 5 months ago
• tschm / cs
  my talk for credit suisse
  ☆38Updated this week
• alexbotsula / Price_direction_forecast
  ☆42Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆37Updated 4 years 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.
  ☆141Updated 8 months ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 6 months ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆126Updated 2 months ago
• ZhangMian-CentraleSupelec / High-Frequency-Data-and-Limit-Order-Book
  ☆20Updated 2 years ago
• 0xFaust12 / alt_data_factor_research
  ☆44Updated 4 months ago