59alireza59 / Quantitative-FinanceLinks
A Quantitative Finance Engineering Project
☆13Updated 2 years ago
Alternatives and similar repositories for Quantitative-Finance
Users that are interested in Quantitative-Finance are comparing it to the libraries listed below
Sorting:
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆14Updated 4 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆37Updated last year
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Updated 4 years ago
- Option Pricing with Machine Learning Methods☆14Updated last year
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆14Updated last year
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆18Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- ☆22Updated 3 weeks ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆15Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Quant finance scripts☆16Updated 6 months ago
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- ☆45Updated 2 years ago
- ☆19Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- ☆12Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆28Updated 3 weeks ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- NYU Tandon lecture slides☆32Updated 4 months ago
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆11Updated 7 years ago
- baruch mfe mth9814 financial instruments☆16Updated 7 years ago
- ☆14Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method☆41Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 11 months ago