Technical-Incerto-Reading-Club / technical-incerto-reading-clubLinks
This repository contains a website for the Technical Incerto Reading Club meetup group.
☆67Updated last year
Alternatives and similar repositories for technical-incerto-reading-club
Users that are interested in technical-incerto-reading-club are comparing it to the libraries listed below
Sorting:
- Repository for the code examples backing each meet-up session☆29Updated 3 years ago
- 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
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Teaching Resources for Cuemacro courses☆54Updated 6 months ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆89Updated last month
- Quantamental finance research with python☆153Updated 3 years ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆340Updated 6 months ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆129Updated this week
- NYU Math-GA 2048: Scientific Computing in Finance☆109Updated 5 years ago
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆67Updated 4 years ago
- Quant Research☆90Updated last month
- Collection of resources used on QuantPy YouTube channel.☆256Updated last year
- Streamlit App and Notebook For CWARP☆83Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆119Updated last week
- Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.☆93Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆176Updated last month
- ☆243Updated last year
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆139Updated 2 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last week
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆41Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- ☆159Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 8 months ago
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆37Updated 6 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- A Python implementation of the rough Bergomi model.☆128Updated 7 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆133Updated 4 years ago