ShenJianWHy / VBA-Excel-Application-in-Financial-ModelingLinks
VBA application for finance, portfolio and trading
☆17Updated 5 years ago
Alternatives and similar repositories for VBA-Excel-Application-in-Financial-Modeling
Users that are interested in VBA-Excel-Application-in-Financial-Modeling are comparing it to the libraries listed below
Sorting:
- Option Calculator using Black-Scholes model and Binomial model☆178Updated 6 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆21Updated 5 years ago
- Andreas Clenow - Stocks on the Move☆40Updated 2 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆35Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆172Updated 7 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆162Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- daily stock screening by using Mark Minervini's volatility contraction pattern detection, stage 2 template searching and news sentiment a…☆84Updated 8 months ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆252Updated 7 years ago
- Quantamental finance research with python☆154Updated 3 years ago
- ☆47Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆316Updated 11 months ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆88Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 8 months ago
- three stochastic volatility model: Heston, SABR, SVI☆93Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆206Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆146Updated 5 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆181Updated last year
- Code and data for my blogs☆91Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆37Updated 7 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆238Updated 11 months ago
- ☆159Updated last year
- Quant Research☆99Updated last week