Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
☆59Dec 20, 2016Updated 9 years ago
Alternatives and similar repositories for Financial-Modeling
Users that are interested in Financial-Modeling are comparing it to the libraries listed below
Sorting:
- By means of stochastic volatility models☆44Mar 24, 2020Updated 5 years ago
- three stochastic volatility model: Heston, SABR, SVI☆95Mar 6, 2019Updated 7 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Jan 4, 2022Updated 4 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 5 years ago
- Utils for downloading Equities data from NSE and BSE☆10Dec 8, 2022Updated 3 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆22Jul 19, 2021Updated 4 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
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Sep 2, 2020Updated 5 years ago
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 4 years ago
- 🔮 Predicting NBA games using statistics (65% accuracy so far)☆10Mar 7, 2021Updated 4 years ago
- Opriver's Quant Quest☆11Aug 27, 2018Updated 7 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆13May 14, 2019Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆16Mar 27, 2018Updated 7 years ago
- Feature Engineering and Predictive Modeling for Financial Time Series Data☆12Aug 4, 2020Updated 5 years ago
- ☆12Mar 10, 2024Updated last year
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Monthly net new cash flow into various mutual fund investment classes (equities, bonds etc).☆36Updated this week
- Statistical tests for Value at Risk (VaR) Models.☆16Nov 16, 2025Updated 3 months ago
- Simple JSON to Excel for SEC EDGAR data to Discounted Cash Flow models☆17Jan 29, 2017Updated 9 years ago
- awesome-financial-networks☆39Jul 15, 2019Updated 6 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Apr 6, 2018Updated 7 years ago
- Capstone Project for the Machine Learning Nanodegree. Used Deep Q Learning to create an agent that trade stocks.☆16Jul 29, 2016Updated 9 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- ☆15Apr 6, 2022Updated 3 years ago
- ☆18Jan 7, 2019Updated 7 years ago
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 8 years ago
- ☆17Jan 27, 2022Updated 4 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Playing around with simple trading strategies and off-the-shelf machine-learning models from tensorflow.☆16Nov 8, 2016Updated 9 years ago
- A python script which calculates the NOPE & NOPE_MAD for given equities using option chains and quotes gathered from TD Ameritrades API (…☆19Mar 25, 2021Updated 4 years ago