JoaoJungblut / QuantFinanceTraining
This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
☆28Updated last year
Alternatives and similar repositories for QuantFinanceTraining:
Users that are interested in QuantFinanceTraining are comparing it to the libraries listed below
- ☆45Updated last year
- Quant Research☆72Updated last month
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆158Updated 3 weeks ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Python Code for Quantitative Finance Papers☆39Updated 7 months ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆29Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆82Updated 2 years ago
- Macrosynergy Quant Research☆128Updated last week
- ☆38Updated 2 years ago
- Algo Trading Research & Documentation☆18Updated 11 months ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Portfolio Construction and Risk Management book's Python code.☆94Updated 2 weeks ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆118Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆98Updated 3 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆72Updated last month
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆126Updated last year
- ☆81Updated 5 months ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- ☆29Updated 2 years ago
- ☆60Updated 2 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago