Guides, tutorials and presentations
☆57Jul 6, 2023Updated 2 years ago
Alternatives and similar repositories for FinanceHubMaterials
Users that are interested in FinanceHubMaterials are comparing it to the libraries listed below
Sorting:
- Resources for Quantitative Finance☆782May 28, 2024Updated last year
- ☆17Jun 29, 2021Updated 4 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 5 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- Package to build risk model for factor pricing model☆28Jul 26, 2024Updated last year
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 2 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated 10 months ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆21Dec 6, 2020Updated 5 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- ☆22Jan 20, 2024Updated 2 years ago
- Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API☆20Nov 4, 2019Updated 6 years ago
- ☆54Jun 7, 2018Updated 7 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Dec 8, 2022Updated 3 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- A Hybrid Model Parallelism Framework for Distributed Training on Edge Devices. HorizonML enables efficient training of machine learning m…☆10May 6, 2025Updated 10 months ago
- ☆29Aug 5, 2023Updated 2 years ago
- ☆71Jun 13, 2025Updated 8 months ago
- Code for the paper Volatility is (mostly) path-dependent☆75Mar 22, 2024Updated last year
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- ☆82Aug 2, 2022Updated 3 years ago
- Extract Brazilian financial data from a wide range of Internet sources: B3, ANBIMA, CVM☆33Updated this week
- Repository for football analytics.☆10Apr 6, 2023Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆36May 23, 2020Updated 5 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Feb 5, 2018Updated 8 years ago
- Machine Learning with Python for Finance Professionals☆16Jun 18, 2021Updated 4 years ago
- A bunch of downloaders and parsers for data delivered from B3☆91Nov 1, 2025Updated 4 months ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆134Feb 22, 2021Updated 5 years ago
- Quantitative Developer/Strategist/Researcher Roles☆48Feb 8, 2026Updated last month
- An R package for adjusting Stochastic Block Models from networks data sampled under various missing data conditions☆12Mar 13, 2025Updated 11 months ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Course site for Methods of Statistics☆10Dec 4, 2017Updated 8 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- ☆12Jun 11, 2024Updated last year