Apress / Stochastic-Finance-with-Python
☆31Updated 5 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
- 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…☆38Updated last year
- Portfolio Construction and Risk Management book's Python code.☆86Updated last month
- ☆46Updated 2 years ago
- ☆50Updated last year
- This collects the scripts and notebooks required to reproduce my published work.☆45Updated last week
- Quant Research☆71Updated 3 weeks ago
- Algo Trading Research & Documentation☆17Updated 10 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆38Updated 5 months ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆70Updated last month
- Illustration of the decorrelation method to perform backtesting on correlated data.☆19Updated 4 months ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 7 months ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- ☆136Updated last year
- Python library for asset pricing☆114Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated last week
- My Quant Research Papers (incl. Coding & Excel Examples)☆110Updated last month
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆64Updated 3 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆41Updated 3 months ago
- ☆81Updated 4 months ago
- Codes for the concepts related to quantitative finance☆51Updated last week
- Macrosynergy Quant Research☆123Updated this week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Code that I show on my YouTube Channel☆98Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆62Updated 3 weeks ago
- 📈A dash app showing Interactive Visualisation of the Yield Curve UK and US☆31Updated 10 months ago
- ☆66Updated last week
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- ☆32Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆28Updated last year