AIM-IT4 / MultiLangMonteCarloSim
☆11Updated 8 months ago
Related projects ⓘ
Alternatives and complementary repositories for MultiLangMonteCarloSim
- ☆18Updated last year
- ☆22Updated 9 months ago
- ☆45Updated last year
- Quant Research☆66Updated this week
- Algo Trading Research & Documentation☆14Updated 5 months ago
- Financial Strategy Resources☆15Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆59Updated 4 years ago
- ☆18Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆22Updated 9 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆141Updated this week
- Neural network local volatility with dupire formula☆73Updated 3 years ago
- Codebase for the Blogs of Famous Quantitative Research Algorithms☆11Updated 6 months ago
- ☆16Updated last year
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆94Updated 2 years ago
- Vanna-volga pricer for fx options☆8Updated 5 years ago
- ☆35Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated last year
- My Quant Research Papers (incl. Coding & Excel Examples)☆104Updated this week
- 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…☆36Updated 8 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆122Updated 9 months ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆43Updated 4 years ago
- Features and labels engineering of raw data of quotes of several stocks.☆28Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆42Updated 2 weeks ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆102Updated 5 years ago
- ☆134Updated last year
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆33Updated 6 years ago
- Python Code for Quantitative Finance Papers☆35Updated last month