Finance-Hub / FinanceHubMaterials
Guides, tutorials and presentations
☆55Updated last year
Alternatives and similar repositories for FinanceHubMaterials:
Users that are interested in FinanceHubMaterials are comparing it to the libraries listed below
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Quant Research☆71Updated last month
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆96Updated 2 years ago
- Macrosynergy Quant Research☆125Updated this week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆79Updated 7 months ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Quantamental finance research with python☆146Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- ☆45Updated last year
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆108Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆164Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆156Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆187Updated 4 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆207Updated 3 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆145Updated 3 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆113Updated last month
- Python Financial ENGineering (PyFENG package in PyPI.org)☆157Updated 4 months ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆117Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Notebooks based on financial machine learning.☆50Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆225Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆75Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- ☆58Updated 2 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆188Updated last year