Technical-Incerto-Reading-Club / technical-incerto-reading-club
This repository contains a website for the Technical Incerto Reading Club meetup group.
☆66Updated 11 months ago
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
- Repository for the code examples backing each meet-up session☆30Updated 2 years ago
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆85Updated 4 years ago
- Code and Notes for fat-tailed statistics.☆69Updated 2 months ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆142Updated 2 years ago
- Code that I show on my YouTube Channel☆98Updated 2 years ago
- Quant Research☆72Updated last month
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆98Updated 3 months ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆64Updated 5 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆157Updated 2 weeks ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆75Updated 2 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆69Updated last month
- Quantamental finance research with python☆146Updated 2 years ago
- Macrosynergy Quant Research☆126Updated this week
- A Python implementation of the rough Bergomi model.☆118Updated 6 years ago
- Portfolio Construction and Risk Management book's Python code.☆90Updated last week
- My Quant Research Papers (incl. Coding & Excel Examples)☆117Updated last month
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆188Updated 5 months ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆68Updated 3 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…☆66Updated 3 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆129Updated 4 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆79Updated 8 months ago
- Website dedicated to a book on machine learning for factor investing☆225Updated last year
- Python library for asset pricing☆115Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- ☆82Updated 2 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆257Updated last week
- Collection of resources used on QuantPy YouTube channel.☆208Updated last year
- I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in t…☆45Updated 4 years ago
- Tool to support backtests☆43Updated this week