QuhiQuhihi / QuantResearch_NoteLinks
Note for quant research, for study
☆11Updated 3 years ago
Alternatives and similar repositories for QuantResearch_Note
Users that are interested in QuantResearch_Note are comparing it to the libraries listed below
Sorting:
- modeling FICC market with QuantLib☆22Updated 3 years ago
- quantitative asset allocation strategy☆35Updated last year
- detecting regime of financial market☆44Updated 3 years ago
- Pairs Trading in Python☆26Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆19Updated 2 years ago
- ☆102Updated 3 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 5 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 4 years ago
- ☆73Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- Implementation of a variety of Value-at-Risk backtests☆42Updated 6 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆89Updated 3 years ago
- Reinforcement Learning in Finance☆15Updated 5 years ago
- This is the implementation for Hierarchical Risk Parity approach to portfolio optimization☆31Updated 6 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆54Updated 5 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆87Updated last year
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆55Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆78Updated 5 years ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆90Updated 5 years ago
- Mean-Variance Optimization using DL (pytorch)☆33Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆57Updated 3 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated 2 years ago
- ☆86Updated 3 years ago
- An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a…☆15Updated 5 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago