Farmhouse121 / Financial-Data-Science-in-PythonLinks
This collects the scripts and notebooks required to reproduce my published work.
☆48Updated last month
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
Sorting:
- 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…☆64Updated 9 months ago
- Portfolio optimization with cvxopt☆40Updated last month
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆50Updated 2 years ago
- Python library for asset pricing☆126Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆29Updated 3 weeks ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆74Updated 8 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆27Updated 3 years 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…☆41Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Quantitative finance research notebooks☆24Updated 5 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Risk tools for commodities trading and finance☆36Updated this week
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Simple portfolio analysis and management.☆31Updated 4 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Macrosynergy Quant Research☆166Updated this week
- By means of stochastic volatility models☆44Updated 5 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 9 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Quant Research☆98Updated 2 months ago