Apress / Stochastic-Finance-with-PythonLinks
β48Updated 10 months ago
Alternatives and similar repositories for Stochastic-Finance-with-Python
Users that are interested in Stochastic-Finance-with-Python are comparing it to the libraries listed below
Sorting:
- π A collection of notes exploring Quantitative Finance concepts with Pythonβ81Updated last month
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on β¦β209Updated last year
- β143Updated last year
- Portfolio Construction and Risk Management book's Python code.β119Updated last month
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.β60Updated 4 months ago
- 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 explβ¦β40Updated last year
- β73Updated 3 years ago
- This collects the scripts and notebooks required to reproduce my published work.β48Updated last week
- β141Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouriβ¦β82Updated 3 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).β53Updated last year
- Algo Trading Research & Documentationβ21Updated last month
- Codes for the concepts related to quantitative financeβ56Updated 3 weeks ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.β265Updated last week
- β46Updated 2 years ago
- Features and labels engineering of raw data of quotes of several stocks.β31Updated 5 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.β48Updated 2 months ago
- Collection of resources used on QuantPy YouTube channel.β243Updated last year
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.β26Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Financeβ106Updated 3 years ago
- Applying Differential Machine Learning to Calibrate Heston Modelβ19Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Marketsβ188Updated last year
- Original source code for Quantitative Trading Strategies Using Pythonβ69Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β117Updated 2 months ago
- β81Updated 9 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Gβ¦β72Updated 5 years ago
- β231Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.β40Updated 10 months ago
- Illustration of the decorrelation method to perform backtesting on correlated data.β19Updated 9 months ago
- β87Updated 4 months ago