QuantJourneyOrg / qj_public_codeLinks
Quant Journey Public Files
☆20Updated last month
Alternatives and similar repositories for qj_public_code
Users that are interested in qj_public_code are comparing it to the libraries listed below
Sorting:
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- Macrosynergy Quant Research☆155Updated this week
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Analysis of financial instruments☆75Updated last week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- ☆144Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- Python library for asset pricing☆117Updated last year
- ☆44Updated 2 years ago
- algorithmic trading using machine learning☆151Updated 3 weeks ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆161Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆263Updated last month
- ☆214Updated 8 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆115Updated 7 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆176Updated 3 weeks ago
- A python library for computing technical analysis indicators on streaming data.☆130Updated 5 months ago
- A dockerized Jupyter quant research environment.☆212Updated this week
- Montecarlo simulations/analysis for finance (equity simulator)☆38Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆141Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆38Updated last year
- To classify trades into buyer- and seller-initiated.☆151Updated 2 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆62Updated 5 months ago
- Portfolio Construction and Risk Management book's Python code.☆123Updated 2 months ago
- ☆81Updated 10 months ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆40Updated last year
- General Purpose Stock Extractors from Online Resources☆51Updated 2 years ago