11bblandin / quantfiction
Notebooks and stuff from quantfiction.com
☆37Updated 5 years ago
Alternatives and similar repositories for quantfiction:
Users that are interested in quantfiction are comparing it to the libraries listed below
- ☆35Updated 7 years ago
- ☆27Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- ☆45Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆72Updated 3 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆20Updated 5 years ago
- Extract and visualize implied volatility from option chain data☆36Updated 3 weeks ago
- ☆38Updated 4 years ago
- An event-based backtester written in Python for algorithmic trading.☆44Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- ☆44Updated 5 years ago
- ☆24Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- ☆36Updated 3 years ago
- ☆4Updated 3 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 10 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago