SparkAbhi / SignalProcessingWithPython
Signal processing examples in python
☆132Updated 5 years ago
Alternatives and similar repositories for SignalProcessingWithPython:
Users that are interested in SignalProcessingWithPython are comparing it to the libraries listed below
- HFT signals on GDAX☆89Updated 7 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Collection of resources used on QuantPy YouTube channel.☆190Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆250Updated 3 weeks ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆151Updated last month
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆177Updated last year
- ☆131Updated last year
- CS7641 Team project☆93Updated 4 years ago
- volatility arbitrage in Heston model☆41Updated last month
- Recreate EP Chan algo trading book strategies☆370Updated 6 years ago
- ☆81Updated 2 months ago
- ☆214Updated 11 months ago
- Quantitative Finance book☆563Updated 9 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆257Updated this week
- A dockerized Jupyter quant research environment.☆167Updated this week
- Algo Trading Research & Documentation☆16Updated 8 months ago
- Here you will find materials for the course of Computational Finance☆398Updated 11 months ago
- The CQF resources and my learning records☆130Updated 11 months ago
- ☆42Updated 5 years ago
- SABR model Python implementation☆478Updated 2 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆141Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆107Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆355Updated 10 months ago
- ☆45Updated last year
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆179Updated 3 months ago
- ☆37Updated 2 weeks ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆89Updated 2 weeks ago
- ☆274Updated last year
- ☆215Updated last year
- A collection of homeworks of market microstructure models.☆221Updated 6 years ago