MiaDor12 / Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySparkLinks
Features and labels engineering of raw data of quotes of several stocks.
☆29Updated 5 years ago
Alternatives and similar repositories for Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
Users that are interested in Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark are comparing it to the libraries listed below
Sorting:
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- ☆45Updated 5 years ago
- ☆48Updated 7 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆115Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆160Updated last week
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- ☆139Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆115Updated 4 months ago
- ☆48Updated 7 years ago
- A collection of scripts for modelling financial markets & options in R.☆53Updated 4 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆33Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- volatility arbitrage in Heston model☆50Updated 2 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A collection of homeworks of market microstructure models.☆240Updated 7 years ago
- Package to build risk model for factor pricing model☆25Updated 10 months ago
- A Practical Guide to a Simple Data Stack.☆40Updated 8 months ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆39Updated last year
- Delta hedging under SABR model☆32Updated last year
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- ☆40Updated 2 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- ☆113Updated 7 years ago
- CS7641 Team project☆95Updated 4 years ago
- my talk for credit suisse☆38Updated this week
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆74Updated 2 months ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- ☆116Updated 2 years ago