0xFaust12 / alt_data_factor_researchLinks
☆49Updated 11 months ago
Alternatives and similar repositories for alt_data_factor_research
Users that are interested in alt_data_factor_research are comparing it to the libraries listed below
Sorting:
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆176Updated last month
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆249Updated 4 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- ☆144Updated last year
- Implementation of the vanilla Deep Hedging engine☆293Updated 2 years ago
- Trading intern test☆33Updated 6 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆118Updated 3 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- A collection of homeworks of market microstructure models.☆258Updated 7 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆191Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- ☆82Updated 10 months ago
- ☆141Updated 2 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆91Updated 6 months ago
- Features and labels engineering of raw data of quotes of several stocks.☆31Updated 5 years ago
- toolbox of fast mm-related funcs☆212Updated 2 weeks ago
- ☆48Updated 6 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- volatility arbitrage in Heston model☆56Updated 6 months ago
- ☆47Updated 3 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 8 months ago
- Python library for asset pricing☆117Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆256Updated last month
- HFT signals on GDAX☆110Updated 7 years ago
- Documentation for hangukquant/quantpylib☆35Updated 2 months ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆29Updated last year
- Financial AI with Python☆92Updated 6 months ago