McCloud77 / Portfolio-Construction-and-AnalysisLinks
Jupyter notebooks on portfolio construction and analysis - EDHEC
☆44Updated 6 years ago
Alternatives and similar repositories for Portfolio-Construction-and-Analysis
Users that are interested in Portfolio-Construction-and-Analysis are comparing it to the libraries listed below
Sorting:
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- Quant Research☆90Updated last month
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- ☆46Updated last year
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆47Updated 7 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆74Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆165Updated 6 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆25Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- ☆65Updated 2 years ago
- Advanced Portfolio Construction and Analysis with Python - Coursera☆22Updated 4 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆196Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆91Updated 4 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆149Updated last year
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Updated 5 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 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
- Modeling volatility project for ODSC East 2019☆16Updated 2 years ago
- ☆42Updated 2 years ago
- ☆82Updated 10 months ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆27Updated 2 years ago