Corporate bond price prediction model
☆15Oct 13, 2020Updated 5 years ago
Alternatives and similar repositories for bond-price-prediction
Users that are interested in bond-price-prediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11Oct 4, 2018Updated 7 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 3 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆42Jan 25, 2021Updated 5 years ago
- Center for Research of Securities Prices☆16Sep 28, 2022Updated 3 years ago
- Using flet and SQLAlchemy☆23Mar 20, 2025Updated last year
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆18Jan 21, 2019Updated 7 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆64Sep 7, 2022Updated 3 years ago
- Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version☆22Jun 17, 2024Updated 2 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Analyzing different stocks listed on the NASDAQ stock market☆13Dec 5, 2020Updated 5 years ago
- In this repository you will find code for our capstone project "How to Predict Stock Movements Using NLP Techniques". The code has been a…☆28Feb 16, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Solution of the given task of predicting the buying and selling volume of the corporate bonds.☆20Sep 27, 2017Updated 8 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- A Simple Dashboard UI Written in Python With tkinter Framework.☆19Aug 30, 2022Updated 3 years ago
- Dispersion Trading using Options☆33Apr 9, 2017Updated 9 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- ☆11May 24, 2015Updated 11 years ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆15Oct 29, 2021Updated 4 years ago
- An app that retrieves daily 8-K and Form D filings from EDGAR database for certain states. This is a data journalism project of the Misso…☆12Dec 26, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Development space for PhD in Finance☆34Mar 28, 2020Updated 6 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- R package for financial present value functions and option pricing☆13Nov 5, 2021Updated 4 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- Gold Price Prediction using CNN-LSTM and CNN-GRU model: We have built univariate and multivariate CNN-LSTM, CNN-GRU and many variants of …☆16Dec 16, 2021Updated 4 years ago
- ☆11Dec 8, 2022Updated 3 years ago
- Simulate the effect of drugs during total intrevenous anesthesia☆13Nov 3, 2025Updated 9 months ago
- Thinkful data science program portfolio☆15May 14, 2020Updated 6 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Modeling the volatility of commodity futures Indices☆15Mar 17, 2017Updated 9 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆43Jun 9, 2018Updated 8 years ago
- Intraday pairs trading engine using Kalman Filters for dynamic beta estimation and Avellaneda-Stoikov optimal execution.☆26Apr 2, 2026Updated 4 months ago
- ☆13Jan 16, 2019Updated 7 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- NeMo: a toolkit for conversational AI☆12Dec 23, 2022Updated 3 years ago