Farmhouse121 / Financial-Data-Science-in-Python
This collects the scripts and notebooks required to reproduce my published work.
☆47Updated this week
Alternatives and similar repositories for Financial-Data-Science-in-Python:
Users that are interested in Financial-Data-Science-in-Python are comparing it to the libraries listed below
- Portfolio optimization with cvxopt☆38Updated 3 months 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 last month
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- ☆38Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆50Updated last year
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆47Updated last week
- Portfolio Construction and Risk Management book's Python code.☆94Updated last week
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆61Updated 9 months ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Quant Research☆72Updated last month
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆41Updated 3 weeks ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆25Updated 3 weeks 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 expl…☆38Updated last year
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆41Updated 3 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Python library for asset pricing☆115Updated last year
- ☆45Updated last year
- Implementation of a variety of Value-at-Risk backtests☆36Updated 5 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- Macrosynergy Quant Research☆128Updated this week
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆18Updated 3 months ago
- ☆22Updated last month
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆28Updated last year