JoaoJungblut / QuantFinanceTrainingLinks
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.
☆36Updated last year
Alternatives and similar repositories for QuantFinanceTraining
Users that are interested in QuantFinanceTraining are comparing it to the libraries listed below
Sorting:
- Quant Research☆90Updated last week
- ☆82Updated 11 months ago
- ☆47Updated 2 years ago
- Algo Trading Research & Documentation☆21Updated 3 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆157Updated last year
- Portfolio Construction and Risk Management book's Python code.☆145Updated last month
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆187Updated 2 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆102Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Codes for the concepts related to quantitative finance☆58Updated last month
- Python Code for Quantitative Finance Papers☆42Updated last year
- ☆88Updated 3 weeks ago
- Macrosynergy Quant Research☆160Updated this week
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆87Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆122Updated last month
- ☆145Updated last year
- ☆43Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆190Updated last year
- Quantamental finance research with python☆153Updated 3 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆97Updated 8 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆242Updated 9 months ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆152Updated 4 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last month
- ☆246Updated last year
- The Official Repository of Mastering Financial Pattern Recognition☆154Updated 2 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago