BaptisteZloch / Quant-Invest-Lab
Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean trying to build your own set of investments solution.
☆27Updated last year
Alternatives and similar repositories for Quant-Invest-Lab
Users that are interested in Quant-Invest-Lab are comparing it to the libraries listed below
Sorting:
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆32Updated 2 years ago
- ☆27Updated this week
- ☆22Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆40Updated 4 years ago
- ☆38Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 6 months ago
- Implements different approaches to tactical and strategic asset allocation☆33Updated 4 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 7 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- my talk for credit suisse☆38Updated last week
- An xVA quantitative library written in python using tensorflow☆18Updated last week
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- ☆16Updated 2 months ago
- Package to build risk model for factor pricing model☆25Updated 9 months ago
- Python 3 source code for the implementation of the directional change analysis of financial time series data☆33Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆34Updated 11 months ago
- ☆23Updated last month
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆28Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆63Updated 9 months ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- ☆26Updated 8 months ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆43Updated 4 years ago