TommasoBelluzzo / StrataXL
An Excel integration of OpenGamma Strata.
☆13Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for StrataXL
- A framework for estimating Basel IV capital requirements.☆18Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆34Updated 4 years ago
- Machine Learning for Quantitative Finance☆22Updated 6 years ago
- ☆10Updated 4 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆14Updated 3 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Python programs for constructing various economic datasets☆51Updated last month
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- Development space for PhD in Finance☆33Updated 4 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆25Updated last year
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆20Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆26Updated 3 years ago
- My replication of financial papers.☆18Updated 6 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆16Updated last year
- This project tries to replicate hedge funds returns.☆21Updated 5 years ago
- Links for the most relevant topics☆28Updated 4 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- ☆18Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last month
- Pricing derivatives using the explicit finite-difference method☆13Updated 8 years ago
- Factor Investing Library☆22Updated 2 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 2 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆27Updated last year
- everything quantitative finance related☆19Updated 4 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 6 years ago