JynxC98 / quantitative_financeLinks
Codes for the concepts related to quantitative finance
☆52Updated 2 weeks ago
Alternatives and similar repositories for quantitative_finance
Users that are interested in quantitative_finance are comparing it to the libraries listed below
Sorting:
- Portfolio Construction and Risk Management book's Python code.☆107Updated this week
- Web Repository☆9Updated 3 years ago
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆21Updated this week
- ☆45Updated last year
- Quant Research☆81Updated 3 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆31Updated last year
- Algo Trading Research & Documentation☆20Updated last year
- ☆81Updated 7 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated this week
- ☆77Updated 2 months ago
- volatility arbitrage in Heston model☆51Updated 2 months ago
- ☆37Updated 8 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆82Updated 3 months ago
- HFT signals on GDAX☆102Updated 7 years ago
- Python library for asset pricing☆115Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated this week
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆66Updated 4 years ago
- Macrosynergy Quant Research☆143Updated this week
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆61Updated 4 years ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆40Updated last year
- Python Code for Quantitative Finance Papers