Jackal08 / sa_risk_managementLinks
Group project for the WorldQuant University module, risk management.
☆13Updated 6 years ago
Alternatives and similar repositories for sa_risk_management
Users that are interested in sa_risk_management are comparing it to the libraries listed below
Sorting:
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆15Updated 7 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Updated 7 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆23Updated 6 years ago
- ☆15Updated 10 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Machine learning simulation for security prices.☆20Updated 8 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 3 years ago
- Extensible Algo-Trading Python Package.☆19Updated 2 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.☆15Updated 10 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆28Updated 8 years ago
- ☆36Updated 7 years ago
- Automating the collection and analysis of historical stock data using python, and sending the user a report of their analysis by email.☆14Updated 5 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Automatically generate Support & Resistance Lines on charts☆20Updated 9 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Simple portfolio analysis and management.☆31Updated 4 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- ☆14Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- ☆13Updated 5 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 9 years ago
- ☆10Updated 5 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago