Beacon-Platform / trellisLinks
Trellis is a Python framework for research into deep hedging
☆23Updated 4 years ago
Alternatives and similar repositories for trellis
Users that are interested in trellis are comparing it to the libraries listed below
Sorting:
- ☆10Updated 8 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 8 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- my talk for credit suisse☆41Updated last week
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆57Updated 3 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 7 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40Updated 2 years ago
- Event-driven Algorithmic Trading For Python☆26Updated 6 years ago
- ☆25Updated 2 months ago
- ☆27Updated 6 years ago
- Economic models and things in Pytorch☆21Updated 8 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆61Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Updated 4 years ago
- Fama French model on a subset of Canadian Equity data with Python☆49Updated 6 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Updated 8 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆73Updated 8 months ago
- ☆70Updated 7 months ago
- Algorithmic multi-greek hedges using Python☆21Updated 5 years ago