MiyainNYC / Financial-ModelingLinks
Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
☆58Updated 8 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:
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆164Updated 6 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr …☆68Updated 6 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- ☆25Updated 7 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆159Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- ☆214Updated 7 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆40Updated 5 years ago
- Quantamental finance research with python☆151Updated 3 years ago
- ☆54Updated 7 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆99Updated 2 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago