Finance-Hub / FinanceHubMaterialsLinks
Guides, tutorials and presentations
☆56Updated 2 years ago
Alternatives and similar repositories for FinanceHubMaterials
Users that are interested in FinanceHubMaterials are comparing it to the libraries listed below
Sorting:
- Quant Research☆99Updated this week
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated 4 months ago
- Quantamental finance research with python☆153Updated 3 years ago
- Macrosynergy Quant Research☆166Updated this week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆171Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Website dedicated to a book on machine learning for factor investing☆238Updated 2 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated 2 years ago
- Quantitative finance research notebooks☆24Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆118Updated 6 years ago
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆65Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆221Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆206Updated last year
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆37Updated 7 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆126Updated 3 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆244Updated 11 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Algo Trading Research & Documentation☆30Updated 5 months ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆277Updated last week
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- ☆44Updated 3 years ago