VladKochetov007 / MLTTLinks
Machine Learning Trading Toolkit
☆38Updated 2 weeks ago
Alternatives and similar repositories for MLTT
Users that are interested in MLTT are comparing it to the libraries listed below
Sorting:
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆167Updated last month
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated last week
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- ☆81Updated 7 months ago
- Portfolio Construction and Risk Management book's Python code.☆114Updated last week
- Python library for asset pricing☆116Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 3 weeks ago
- Macrosynergy Quant Research☆147Updated this week
- Statistical Jump Models in Python, with scikit-learn-style APIs☆79Updated 6 months ago
- QuantMinds Rough Volatility Workshop lectures☆37Updated 8 months ago
- World beating online covariance and portfolio construction.☆302Updated 2 weeks ago
- ☆140Updated 2 years ago
- Instrumented Principal Components Analysis☆228Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Financial AI with Python☆84Updated 3 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- Code for the paper Volatility is (mostly) path-dependent☆63Updated last year
- Code that I show on my YouTube Channel☆101Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆167Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 9 months ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆40Updated last year
- Quant Research☆82Updated 4 months ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆16Updated last year
- Implements Path Shadowing Monte Carlo (PSMC).☆73Updated 6 months ago
- Multivariate GARCH modelling in Python☆17Updated 8 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- ☆20Updated 5 months ago
- ☆140Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Baruch MFE 2019 Spring☆40Updated 5 years ago