ShenJianWHy / VBA-Excel-Application-in-Financial-Modeling
VBA application for finance, portfolio and trading
☆15Updated 3 years ago
Related projects: ⓘ
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆42Updated 4 years ago
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆12Updated 3 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆12Updated 6 years ago
- Dispersion Trading using Options☆26Updated 7 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆58Updated 5 years ago
- Python Code for Option Analysis☆43Updated 5 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆71Updated 6 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆76Updated last month
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆110Updated 10 months ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- quantitative - Quantitative finance back testing library☆62Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- ☆23Updated last year
- Quantitative Finance using python - Derivatives Pricing☆42Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆84Updated 2 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆24Updated 3 years ago
- Official Repository☆113Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆59Updated 4 months ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 4 months ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆53Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆116Updated 3 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆50Updated last year
- ☆51Updated last year
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 5 years ago
- The aim of the project was to extract information about various technology stocks mainly - Google, Apple, Microsoft and Amazon from the o…☆21Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆93Updated 5 years ago
- A python project to fetch stock financials/statistics and perform preliminary screens to aid in the stock selection process☆73Updated 5 years ago