MarcusJul / Bloomberg-Fixed-Income-Data-ProcessingLinks
Standardised Bloomberg Fixed Income Processing
☆20Updated 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:
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated 11 months ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆150Updated 3 years ago
- ☆214Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆242Updated last year
- Quantamental finance research with python☆149Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆83Updated last week
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆165Updated 8 months ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆57Updated 8 years ago
- Macrosynergy Quant Research☆149Updated last week
- Simple portfolio analysis and management.☆28Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆27Updated 7 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Documentation for QuantLib-Python☆112Updated last month
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated 2 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆132Updated 4 years ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago