HKUST-DB-Capstone2020 / Market-Agent-SimulationLinks
Simulated markets based on Zero-Intelligence agent
☆18Updated 5 years ago
Alternatives and similar repositories for Market-Agent-Simulation
Users that are interested in Market-Agent-Simulation are comparing it to the libraries listed below
Sorting:
- everything quantitative finance related☆23Updated 5 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆19Updated 5 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- Fast Risks with QuantLib in Python☆17Updated last year
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆27Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Economic indicators using Python and APIs☆15Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- 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 7 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Updated 2 years ago
- Basic Limit Order Book functions☆22Updated 7 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Updated 4 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆40Updated last year
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Notebooks based on financial machine learning.☆16Updated 3 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Updated 5 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Updated 7 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Updated 2 years ago
- ☆14Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 7 months ago
- ☆26Updated last year