Technical-Incerto-Reading-Club / code-examplesLinks
Repository for the code examples backing each meet-up session
☆29Updated 3 years ago
Alternatives and similar repositories for code-examples
Users that are interested in code-examples are comparing it to the libraries listed below
Sorting:
- This repository contains a website for the Technical Incerto Reading Club meetup group.☆66Updated last year
- Code and Notes for fat-tailed statistics.☆68Updated 7 months ago
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆86Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆67Updated 5 years ago
- Nonlinear Nonparametric Statistics☆89Updated last week
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- Code that I show on my YouTube Channel☆102Updated 2 years ago
- World beating online covariance and portfolio construction.☆308Updated 2 weeks ago
- Notebooks for https://python.quantecon.org☆239Updated 2 weeks ago
- Solid Numerai pipelines☆116Updated 2 weeks ago
- implementation of the two-factor quintic OU model☆10Updated 6 months ago
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆23Updated last year
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆168Updated last year
- Mathematical finance cheat sheet.☆236Updated 6 years ago
- Streamlit App and Notebook For CWARP☆84Updated 2 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆43Updated 3 months ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆138Updated 2 years ago
- A Repository of Notebooks for the Python Lecture Site☆270Updated 4 years ago
- Fourier-Bayesian estimation of stochastic volatility models☆17Updated 4 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆109Updated 5 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆81Updated 9 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆37Updated 6 years ago
- Website dedicated to a book on machine learning for factor investing☆233Updated 2 years ago
- If you can measure it, consider it predicted☆360Updated last week
- A Python implementation of the rough Bergomi model.☆125Updated 7 years ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆337Updated 5 months ago
- Python API and command line interface for the numer.ai machine learning competition☆188Updated last week
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago