Alternatives and similar repositories for 2025-sharpe-ratio

Users that are interested in 2025-sharpe-ratio are comparing it to the libraries listed below

• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆189Updated 2 months ago
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆41Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆121Updated last year
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆115Updated 10 months ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆269Updated last week
• hudson-and-thames / backtest_tutorial
  ☆146Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆148Updated last month
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆122Updated last year
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆124Updated last month
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆191Updated last year
• sumilk / algo_trading
  ☆141Updated 2 years ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆41Updated last year
• jkirkby3 / fypy
  Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…
  ☆125Updated 9 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆22Updated 4 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆161Updated 2 weeks ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆134Updated last year
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆98Updated 8 months ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆58Updated last week
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 2 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆79Updated 4 years ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆88Updated 3 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆69Updated last year
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆74Updated 5 years ago
• hansbuehler / deephedging
  Implementation of the vanilla Deep Hedging engine
  ☆298Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆93Updated 2 weeks ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆133Updated 7 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆243Updated 9 months ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆121Updated last month
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆96Updated last week