NathanMaton / vix_predictionLinks
A time series prediction project on the CBOE VIX index.
☆14Updated 5 years ago
Alternatives and similar repositories for vix_prediction
Users that are interested in vix_prediction are comparing it to the libraries listed below
Sorting:
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆24Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆36Updated 6 months ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- ☆63Updated 2 years ago
- ☆17Updated 7 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- ☆41Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated last month
- Quantamental finance research with python☆149Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆59Updated 6 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- integrate backtrader with interactive brokers☆48Updated 3 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Code from the Trading Evolved book☆45Updated 4 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- create all-weather risk parity weights and back-test☆30Updated 3 years ago
- Productivity Tools for Plotly + Pandas☆16Updated 6 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Quantopian Pairs Trading algorithm implementation.☆62Updated 7 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆31Updated 3 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆32Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆27Updated 3 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
- ☆98Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year