0xfdf / toranikoLinks
A multi-factor equity risk model for quantitative trading.
☆749Updated 9 months ago
Alternatives and similar repositories for toraniko
Users that are interested in toraniko are comparing it to the libraries listed below
Sorting:
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆559Updated last year
- Goldman Sachs - Quantitative Strategies Research Notes☆351Updated 4 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆947Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,695Updated 7 months ago
- Top training materials in quantitative finance☆418Updated 8 months ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆545Updated 4 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆741Updated 2 weeks ago
- A nimble options backtesting library for Python☆1,120Updated 10 months ago
- High Frequency Market Making☆543Updated last year
- GPU-accelerated Factors analysis library and Backtester☆695Updated last month
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆585Updated last week
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆799Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆602Updated this week
- Implementation of the vanilla Deep Hedging engine☆277Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆357Updated this week
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆441Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆430Updated 4 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆497Updated 7 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆232Updated 3 months ago
- Quantitative Finance tools☆551Updated last year
- Quantitative Finance book☆654Updated last month
- Open sourced research notebooks by the QuantConnect team.☆599Updated last year
- Resources for Quantitative Finance☆752Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆228Updated this week
- A framework for quantitative finance In python.☆846Updated 2 years ago
- A collection of homeworks of market microstructure models.☆240Updated 7 years ago
- SABR model Python implementation☆520Updated 3 years ago
- ☆333Updated last year
- Portfolio optimization and back-testing.☆1,081Updated this week
- ☆394Updated 4 years ago