CaptorAB / openseries
openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less frequent data.
☆27Updated this week
Related projects ⓘ
Alternatives and complementary repositories for openseries
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆9Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆37Updated 5 months ago
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆35Updated last year
- Portfolio Management for Everyone☆12Updated 10 months ago
- Portfolio optimization with cvxopt☆15Updated last year
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆14Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- ☆14Updated this week
- This collects the scripts and notebooks required to reproduce my published work.☆43Updated this week
- This repo is for my articles published on Medium.com☆15Updated last year
- Financial AI with Python☆31Updated 3 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆50Updated 10 months ago
- Algorithmic multi-greek hedges using Python☆18Updated 3 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- ☆23Updated last year
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆11Updated 3 years ago
- ☆26Updated 2 months ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆19Updated last month
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Factor Investing Library☆22Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆52Updated 4 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago