LucaCamerani / EcoFin-LibraryLinks
EcoFin is a quantitative economic library
☆14Updated 4 years ago
Alternatives and similar repositories for EcoFin-Library
Users that are interested in EcoFin-Library are comparing it to the libraries listed below
Sorting:
- a Python tool for downloading sharadar data from Quandl.☆10Updated 3 years ago
- Risk tools for commodities trading and finance☆37Updated last month
- ☆17Updated 2 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 5 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Extract and visualize implied volatility from option chain data☆47Updated 8 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Research and Backtests I have been working on...enjoy☆72Updated 4 years ago
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆11Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated last month
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- ☆52Updated 2 years ago
- A library for SEC data extraction, equity valuation, discovery of mispriced stocks☆32Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆46Updated 6 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 3 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆89Updated 7 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated 2 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆31Updated this week
- SDK for the EOD Historical data API☆101Updated last year
- Simple portfolio analysis and management.☆31Updated 4 years ago
- Get discount factors and zero rates from interest rate swaps☆11Updated 7 years ago
- Source code for Multicriteria Portfolio Construction with Python☆31Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago