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:
- Stock database schema based on pony.orm with an update, sync, and create features.☆17Updated 4 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- 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
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- ☆16Updated 3 months ago
- Risk tools for commodities trading and finance☆29Updated last week
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Option Volatility and Pricing Models.☆12Updated 4 months ago
- ☆22Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- Extract and visualize implied volatility from option chain data☆39Updated 3 weeks ago
- Get discount factors and zero rates from interest rate swaps☆11Updated 7 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- Financial technical and fundamental analysis indicator library for pystockdb.☆35Updated this week
- ☆10Updated 10 years ago