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.
☆28Updated this week
Alternatives and similar repositories for openseries:
Users that are interested in openseries are comparing it to the libraries listed below
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆17Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆41Updated 2 weeks ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆19Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years 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 3 weeks ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆34Updated 11 months ago
- Stochastic volatility models☆18Updated 6 years ago
- ☆26Updated 7 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- 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
- Portfolio Management for Everyone☆22Updated last year
- Quantitative finance and derivative pricing☆13Updated last week
- Risk tools for commodities trading and finance☆29Updated 4 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Financial Portfolio Optimization Algorithms☆54Updated 9 months ago
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- ☆37Updated 2 years ago
- ☆22Updated 2 years ago