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.
β43Feb 20, 2024Updated 2 years ago
Alternatives and similar repositories for QuantFinanceTraining
Users that are interested in QuantFinanceTraining are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.β35Apr 10, 2023Updated 3 years ago
- π MesoSim's Strategy Libraryβ22Apr 6, 2024Updated 2 years ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.β14May 24, 2018Updated 8 years ago
- Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliherβ183Jan 15, 2026Updated 6 months ago
- CFA Learning Notesβ18Apr 12, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer β’ AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- The CQF resources and my learning recordsβ256Feb 22, 2024Updated 2 years ago
- EcoFin is a quantitative economic libraryβ14Apr 4, 2021Updated 5 years ago
- Retrieve data for various multi-factor asset pricing models.β18Feb 11, 2026Updated 5 months ago
- β16Jun 27, 2025Updated last year
- Code repository for Pricing and Trading Interest Rate Derivativesβ125Oct 29, 2022Updated 3 years ago
- everything quantitative finance relatedβ25Oct 8, 2020Updated 5 years ago
- Script do R para criaΓ§Γ£o de grΓ‘fico com mapa do Brasilβ13Dec 12, 2017Updated 8 years ago
- The CQF programβ222Jun 20, 2018Updated 8 years ago
- Implemention of 101 formulaic alphas using qstraderβ51Jul 11, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer β’ AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Resources for anybody interested in Artificial Intelligence and Machine Learningβ22Sep 12, 2024Updated last year
- QuantMinds Rough Volatility Workshop lecturesβ73Sep 6, 2025Updated 11 months ago
- This software automatizes the estimation of Yang & Zhang's RV proxy for financial securitiesβ18Dec 7, 2023Updated 2 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.β19Jun 10, 2022Updated 4 years ago
- Advanced Risk and Portfolio Management Resourcesβ40Aug 20, 2019Updated 6 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise fβ¦β24Jun 24, 2020Updated 6 years ago
- Quantitative finance research notebooksβ28Jan 24, 2020Updated 6 years ago
- The CQF programβ112Nov 7, 2016Updated 9 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithmsβ16Sep 26, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer β’ AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"β59Aug 19, 2023Updated 2 years ago
- Fast Risks with QuantLib in Pythonβ21Apr 2, 2026Updated 4 months ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University oβ¦β11Nov 23, 2012Updated 13 years ago
- Here you will find materials for the course of Computational Financeβ846Mar 1, 2024Updated 2 years ago
- Simulation of Stock Data Using Recurrent GANβ18Sep 2, 2021Updated 4 years ago
- β15Sep 29, 2015Updated 10 years ago
- Top training materials in quantitative financeβ615Sep 2, 2025Updated 11 months ago
- Finance 6470: Derivatives Marketsβ10Apr 15, 2021Updated 5 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical mβ¦β15Dec 2, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer β’ AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Resources for the AI in Finance Workshop at Texas State University (October 2023).β52Oct 29, 2023Updated 2 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.β57Oct 8, 2023Updated 2 years ago
- β13Nov 4, 2020Updated 5 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regressionβ24Nov 1, 2023Updated 2 years ago
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the implβ¦β27Nov 23, 2023Updated 2 years ago
- Option Volatility and Pricing Models.β15Feb 24, 2025Updated last year
- This repository contains accompanying code for the CFA Institute's Research and Policy Center 'Synthetic Data in Investment Management' rβ¦β17Jul 28, 2025Updated last year