Michalos88 / Quant-ProjectsLinks
Implementations of Leading Algorithms in Quantitative Finance
☆67Updated 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:
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆28Updated 2 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆135Updated 11 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Quantamental finance research with python☆154Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆104Updated 3 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆133Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Macrosynergy Quant Research☆166Updated this week
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆86Updated this week
- Quantitative finance research notebooks☆26Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆174Updated last year
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- ☆44Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆51Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆65Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated 2 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆206Updated last year
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated last week
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 4 years ago
- A python application, that demonstrates optimizing a portfolio using machine learning.☆104Updated last year