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☆81Updated 4 months ago
- Quantamental finance research with python☆149Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- Macrosynergy Quant Research☆147Updated last week
- Python Financial ENGineering (PyFENG package in PyPI.org)☆165Updated 7 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆132Updated 4 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 10 months ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆149Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆195Updated 7 months ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆41Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 3 weeks ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- Website dedicated to a book on machine learning for factor investing☆226Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆135Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- ☆45Updated last year