McCloud77 / Portfolio-Construction-and-Analysis
Jupyter notebooks on portfolio construction and analysis - EDHEC
☆42Updated 5 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
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 5 months ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated last year
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- Advanced Portfolio Construction and Analysis with Python - Coursera☆20Updated 4 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆48Updated 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…☆21Updated 4 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆68Updated 2 years ago
- ☆35Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- ☆35Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- Quant Research☆68Updated last week
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆153Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 3 years ago
- Quantamental finance research with python☆144Updated 2 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆34Updated 6 years ago
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- ☆45Updated last year
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Updated 5 years ago
- ☆57Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago