Apress / Stochastic-Finance-with-PythonLinks
β53Updated last year
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 Pythonβ93Updated 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¦β41Updated last year
- Code for the paper "How to use the Sharpe ratio"β77Updated 2 weeks ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.β49Updated 2 months ago
- β80Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Financeβ103Updated 3 years ago
- Applying Differential Machine Learning to Calibrate Heston Modelβ22Updated 2 years ago
- Algo Trading Research & Documentationβ30Updated 5 months ago
- Illustration of the decorrelation method to perform backtesting on correlated data.β20Updated last year
- Resources for the AI in Finance Workshop at Texas State University (October 2023).β53Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β15Updated 3 years ago
- This collects the scripts and notebooks required to reproduce my published work.β48Updated last month
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.β26Updated 4 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.β41Updated last month
- Portfolio Construction and Risk Management book's Python code.β162Updated last month
- Portfolio optimization with cvxoptβ40Updated 3 weeks ago
- ML Application of Algorithmic Tradingβ23Updated 4 years ago
- β152Updated 2 years ago
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on β¦β210Updated last year
- Codes for the concepts related to quantitative financeβ58Updated last month
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.β72Updated 8 months ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diffβ¦β144Updated 3 years ago
- β50Updated 2 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.β275Updated this week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β126Updated 2 months ago
- β251Updated last year
- β86Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.β38Updated 2 years ago
- β141Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouriβ¦β88Updated 3 years ago