Apress / Stochastic-Finance-with-PythonLinks
β52Updated 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 Pythonβ91Updated 3 months ago
- Algo Trading Research & Documentationβ22Updated 4 months ago
- Portfolio Construction and Risk Management book's Python code.β154Updated last week
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.β68Updated 7 months ago
- Applying Differential Machine Learning to Calibrate Heston Modelβ22Updated 2 years ago
- β146Updated last year
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.β49Updated last month
- Code for the paper "How to use the Sharpe ratio"β56Updated last week
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Financeβ104Updated 3 years 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
- 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
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometrβ¦β46Updated 7 months ago
- β79Updated 4 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β125Updated 2 months ago
- Collection of resources used on QuantPy YouTube channel.β262Updated last month
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heβ¦β194Updated 3 months ago
- β14Updated last year
- Portfolio optimization with cvxoptβ40Updated this week
- Implementation of the vanilla Deep Hedging engineβ302Updated 2 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)β340Updated 3 weeks ago
- β50Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.β134Updated last year
- Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Pythonβ119Updated 7 months ago
- β141Updated 2 years ago
- β47Updated 3 years ago
- β248Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Marketsβ191Updated last year
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.β26Updated 4 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.β270Updated this week
- Illustration of the decorrelation method to perform backtesting on correlated data.β20Updated last year