MarcusJul / Bloomberg-Fixed-Income-Data-ProcessingLinks
Standardised Bloomberg Fixed Income Processing
☆22Updated 5 years ago
Alternatives and similar repositories for Bloomberg-Fixed-Income-Data-Processing
Users that are interested in Bloomberg-Fixed-Income-Data-Processing are comparing it to the libraries listed below
Sorting:
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆166Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- ☆214Updated 8 years ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 8 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆154Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆165Updated last year
- Documentation for QuantLib-Python☆115Updated last week
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆57Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆72Updated last year
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆87Updated 5 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆122Updated 8 months ago
- Simple portfolio analysis and management.☆29Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- ☆27Updated 8 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆93Updated 3 weeks ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆134Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 2 years ago