AIM-IT4 / stochPathSimLinks
☆16Updated 8 months ago
Alternatives and similar repositories for stochPathSim
Users that are interested in stochPathSim are comparing it to the libraries listed below
Sorting:
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 11 months ago
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆118Updated 2 months ago
- ☆25Updated 5 months ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Quant Research☆86Updated 2 weeks ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆18Updated 2 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆14Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- ☆46Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆85Updated 3 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆86Updated 2 weeks ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆97Updated 8 months ago
- Multivariate GARCH modelling in Python☆16Updated 10 months ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆91Updated 6 months ago
- ☆28Updated 2 months ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆127Updated last year
- ☆81Updated 9 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Implementation of Modern Portfolio Theory and Black Litterman Model☆18Updated 3 years ago
- ☆20Updated 7 months ago
- Portfolio Construction and Risk Management book's Python code.☆124Updated 2 months ago
- ☆74Updated 3 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆28Updated last year
- Code for the paper Volatility is (mostly) path-dependent☆66Updated last year