JynxC98 / quantitative_finance
Codes for the concepts related to quantitative finance
☆51Updated this week
Alternatives and similar repositories for quantitative_finance:
Users that are interested in quantitative_finance are comparing it to the libraries listed below
- Portfolio Construction and Risk Management book's Python code.☆94Updated 2 weeks ago
- ☆45Updated last year
- Quant Research☆72Updated last month
- Algo Trading Research & Documentation☆18Updated 11 months ago
- ☆81Updated 5 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆259Updated 2 weeks ago
- ☆36Updated 6 months ago
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆20Updated 2 months ago
- Macrosynergy Quant Research☆128Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆158Updated 3 weeks ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆183Updated last year
- HFT signals on GDAX☆94Updated 7 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…☆39Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆28Updated last year
- ☆71Updated last month
- volatility arbitrage in Heston model☆49Updated last month
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆72Updated last month
- ☆18Updated last year
- My Quant Research Papers (incl. Coding & Excel Examples)☆124Updated 2 months ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆61Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Python Code for Quantitative Finance Papers☆39Updated 7 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆13Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Signal processing examples in python☆140Updated 5 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆82Updated 2 years ago
- A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance☆20Updated 4 months ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago