ANGELTALAVERA / FinanceLinks
Here you can find all the quantitative finance algorithms that I've worked on.
☆31Updated 5 years ago
Alternatives and similar repositories for Finance
Users that are interested in Finance are comparing it to the libraries listed below
Sorting:
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆165Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆100Updated 2 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Implementation of 5-factor Fama French Model☆133Updated 4 years ago
- Macrosynergy Quant Research☆156Updated this week
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆154Updated last year
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆162Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆129Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Code and data for my blogs☆91Updated 4 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 9 months ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆202Updated 10 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆157Updated last year
- ☆65Updated 2 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆121Updated 7 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆100Updated 2 years ago
- A python application, that demonstrates optimizing a portfolio using machine learning.☆102Updated last year
- Surface SVI parameterisation and corresponding local volatility☆51Updated 5 years ago