RiskLabAI / Notebooks.py

Related projects ⓘ

Alternatives and complementary repositories for Notebooks.py

• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆27Updated 2 months ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆12Updated last year
• financialnoob / misc
  ☆25Updated 2 months ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 6 months ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆15Updated last year
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated this week
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 2 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆28Updated last year
• CaptorAB / openseries
  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…
  ☆27Updated this week
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• cvxgrp / cov_pred_finance
  ☆58Updated this week
• HananyTolba / makeprediction
  ☆13Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆15Updated last year
• ARahimiQuant / forecasting-economic-and-market-regimes
  Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.
  ☆9Updated last year
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆31Updated 3 weeks ago
• nathanramoscfa / pyfinlab
  Financial applications focusing on portfolio management for Python
  ☆16Updated last year
• lucaskienast / NLP-on-10Ks-from-EDGAR-DB
  This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.
  ☆9Updated 2 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 7 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last month
• rafa-rod / vartests
  Statistical tests for Value at Risk (VaR) Models.
  ☆14Updated last year
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆39Updated 4 years ago
• chrischia06 / Mean-Variance-Hedging
  Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈
  ☆14Updated 3 years ago
• dthomakos / Prognostikon-Code
  Publicly available Python and Gretl code from posts at my blog Prognostikon
  ☆8Updated this week
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆18Updated 3 years ago
• cvxgrp / cvxstatarb
  ☆19Updated last week
• SpencerLuck / Regime-Analysis
  Time series regime analysis in python
  ☆13Updated 2 years ago
• YannickKae / Financial-Market-Regime-Classification
  Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …
  ☆25Updated 5 months ago
• microprediction / microactors-causality
  Examples of causality maps for time series driven by GitHub actions
  ☆15Updated last year
• YannickKae / Statistical-Learning-based-Portfolio-Optimization
  This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…
  ☆13Updated 5 months ago
• terence-lim / financial-data-science
  Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…
  ☆36Updated 5 months ago