Hvass-Labs / InvestOps
Tools for investing in Python
☆43Updated 2 years ago
Alternatives and similar repositories for InvestOps:
Users that are interested in InvestOps are comparing it to the libraries listed below
- 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…☆62Updated 5 months ago
- By means of stochastic volatility models☆42Updated 4 years ago
- Tutorials for the InvestOps Python package☆12Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆52Updated 6 months ago
- Portfolio optimization with cvxopt☆24Updated this week
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 8 months ago
- Hierarchical Risk Parity☆28Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Stochastic volatility models☆18Updated 6 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆44Updated last week
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆68Updated 5 years ago
- Teaching Resources for Cuemacro courses☆53Updated 2 months ago
- ☆26Updated 4 months ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 2 months ago
- Underlying package for the 10-line cta☆10Updated this week
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Risk tools for commodities trading and finance☆28Updated last month
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 3 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Quantitative finance research notebooks☆18Updated 4 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆39Updated 7 months ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆27Updated this week
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆37Updated 9 months ago