Alternatives and similar repositories for QuantResearch_Note:

Users that are interested in QuantResearch_Note are comparing it to the libraries listed below

• QuhiQuhihi / project_Asset_Allocation
  quantitative asset allocation strategy
  ☆24Updated 2 months ago
• QuhiQuhihi / project_FICC_Quant
  modeling FICC market with QuantLib
  ☆20Updated 2 years ago
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆35Updated 2 years ago
• Yoontae6719 / Stop-loss-adjusted-labels
  Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets
  ☆18Updated last year
• AJeanis / Pairs-Trading
  Pairs Trading in Python
  ☆22Updated 3 years ago
• rathiromil13 / DS-5500-Project-Portfolio-Optimization-Using-Deep-Reinforcement-Learning
  The repository contains the code for project for DS 5500 course at Northeastern.
  ☆37Updated 5 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆36Updated 5 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 4 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• Musonda2day / Asset-Portfolio-Management-usingDeep-Reinforcement-Learning-
  This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …
  ☆79Updated 2 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆12Updated 3 years ago
• mChataign / Beyond-Surrogate-Modeling-Learning-the-Local-Volatility-Via-Shape-Constraints
  Repository attached to the paper with the same name.
  ☆21Updated 3 years ago
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆29Updated last year
• ymh1989 / SABR_local_vol
  Construction of local volatility surface by using SABR
  ☆28Updated 7 years ago
• kurucan / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆16Updated 3 years ago
• akashprem12 / Portfolio-Optimisation-using-Monte-Carlo-Simulation
  Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…
  ☆13Updated 7 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆35Updated last year
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆14Updated 4 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆39Updated 4 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆24Updated last year
• fdallac / autocallable-simu
  Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark
  ☆15Updated 5 years ago
• FinancialEngineerLab / finefinance
  KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
  ☆25Updated 2 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆49Updated 2 years ago
• kftam1994 / Robo_Advisor
  Deep Reinforcement Learning Robot Advisor
  ☆25Updated 3 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆19Updated 2 years ago
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆27Updated 4 years ago
• kenperry-public / ML_Fall_2022
  NYU Tandon Machine Learning and Finance Fall 2022
  ☆11Updated 2 years ago
• FranklinMa810 / baruch-mfe-lab
  Baruch MFE program quant lab
  ☆9Updated 6 years ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆73Updated 3 years ago
• JackJacquier / SABR-Implied-Volatility
  SABR Implied volatility asymptotics
  ☆21Updated 4 years ago