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.
☆31Updated last year
Alternatives and similar repositories for QuantFinanceTraining
Users that are interested in QuantFinanceTraining are comparing it to the libraries listed below
Sorting:
- ☆45Updated last year
- Quant Research☆81Updated 3 months ago
- ☆81Updated 7 months ago
- ☆29Updated 2 years ago
- Algo Trading Research & Documentation☆20Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆165Updated 3 weeks ago
- Python Code for Quantitative Finance Papers☆39Updated 8 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆22Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Web Repository☆9Updated 3 years ago
- Portfolio Construction and Risk Management book's Python code.☆107Updated this week
- ☆77Updated 2 months ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆80Updated 10 months ago
- Macrosynergy Quant Research☆141Updated last week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated this week
- Statistical Jump Models in Python, with scikit-learn-style APIs☆75Updated 5 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆89Updated 2 years ago
- volatility arbitrage in Heston model☆51Updated 2 months ago
- ☆63Updated 2 years ago
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆63Updated last year
- SOFR curve bootstrapping☆26Updated 4 years ago
- ☆41Updated 2 years ago
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆78Updated 4 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Implements different approaches to tactical and strategic asset allocation☆36Updated 6 months ago