ShenJianWHy / VBA-Excel-Application-in-Financial-ModelingLinks
VBA application for finance, portfolio and trading
☆17Updated 4 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:
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- Andreas Clenow - Stocks on the Move☆38Updated 2 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆83Updated 2 years ago
- Quantamental finance research with python☆152Updated 3 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆49Updated 5 years ago
- Option Calculator using Black-Scholes model and Binomial model☆172Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆129Updated 4 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Source Codes for the Book of Trading Strategies☆178Updated 3 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆170Updated 6 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆11Updated 6 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆169Updated last year
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆164Updated 6 years ago
- ☆25Updated 7 years ago
- Several python based Algos for algorythmic trading formerly on the Quantopian platform☆51Updated 4 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆89Updated 3 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆148Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆116Updated 8 months ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated last month
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- ☆22Updated 2 years ago