LucaCamerani / EcoFin-Library
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
- ☆16Updated last month
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Stock database schema based on pony.orm with an update, sync, and create features.☆17Updated 2 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- ☆10Updated 10 years ago
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- ☆37Updated 2 years ago
- ☆13Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 4 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆38Updated 2 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆36Updated 2 weeks ago
- 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
- ☆22Updated 7 years ago
- ☆14Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 6 years ago
- experiments with crypto trading☆16Updated 8 months ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago