Implementations of Leading Algorithms in Quantitative Finance
☆68Jun 10, 2017Updated 8 years ago
Alternatives and similar repositories for Quant-Projects
Users that are interested in Quant-Projects are comparing it to the libraries listed below
Sorting:
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Feb 18, 2018Updated 8 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆12Apr 12, 2023Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- everything quantitative finance related☆25Oct 8, 2020Updated 5 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 8 years ago
- Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore moder…☆12Mar 4, 2021Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 6 years ago
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆11Apr 3, 2023Updated 2 years ago
- 🦋 hundun is a python library for the exploration of chaos.☆13May 19, 2023Updated 2 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore☆16Jan 8, 2024Updated 2 years ago
- ☆14Sep 16, 2022Updated 3 years ago
- dataframe visualiser☆17Aug 13, 2019Updated 6 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method☆42Mar 4, 2021Updated 4 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆13May 12, 2020Updated 5 years ago
- Predicting index movements with Google Trends search volume alternative data☆16Dec 8, 2020Updated 5 years ago
- Some scikit-learn-esque wrappers for statsmodels GLM☆23Jul 26, 2013Updated 12 years ago
- I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have …☆62Aug 16, 2020Updated 5 years ago
- "Deep Learning in Finance" course for Baruch MFE program - Fall 2025☆43Dec 15, 2025Updated 2 months ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Jul 19, 2018Updated 7 years ago
- Gaussian Online Processes for Python☆19Jan 5, 2025Updated last year
- Quantitative Finance and Algorithmic Trading☆398Jul 14, 2015Updated 10 years ago
- Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting☆22Mar 6, 2024Updated last year
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Sep 13, 2022Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆104Nov 7, 2022Updated 3 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation☆20Sep 3, 2024Updated last year
- SABR Implied volatility asymptotics☆25May 22, 2020Updated 5 years ago
- ☆24Mar 15, 2020Updated 5 years ago
- Quantitative finance and derivative pricing☆23Feb 22, 2026Updated last week
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Jul 15, 2023Updated 2 years ago
- Supervised forecasting of sequential data in Python.☆55Jan 2, 2019Updated 7 years ago