some interest rate models such as Vasicek and dynamic Nelson-Siegel model
☆20May 26, 2020Updated 6 years ago
Alternatives and similar repositories for fix-income-quant-trading
Users that are interested in fix-income-quant-trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dynamic Nelson Siegel Model☆14Mar 6, 2019Updated 7 years ago
- Python Package: Fitting and Forecasting the yield curve☆45Feb 25, 2021Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆54May 13, 2020Updated 6 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆21Nov 3, 2020Updated 5 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- High performance database configuration suitable for read-only workloads☆11Jun 28, 2022Updated 4 years ago
- 计算中国偏度指数(CBOE skew index)☆15May 23, 2021Updated 5 years ago
- Stock database schema based on pony.orm with an update, sync, and create features.☆17Jan 29, 2025Updated last year
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆97Aug 12, 2024Updated 2 years ago
- One factor Vasicek model in Python.☆12Updated this week
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 6 years ago
- Uses an LSTM to predict the next days stock movement based on sequence of previous days☆13Mar 9, 2021Updated 5 years ago
- A bot that sends telegram notification on activity made by a wallet☆11Dec 5, 2023Updated 2 years ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Jan 8, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性),以及单个债券及组合 VaR☆19May 10, 2017Updated 9 years ago
- pix2pix-tensorflow☆13Jul 29, 2018Updated 8 years ago
- 2019华为杯研究生数学建模比赛F题(二等奖)☆15Nov 11, 2019Updated 6 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Apr 12, 2023Updated 3 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆17Jan 1, 2021Updated 5 years ago
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Oct 21, 2021Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 4 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆51Jan 19, 2022Updated 4 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆13Mar 15, 2018Updated 8 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 3 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- A library to calculate the geopolitical supply risk of a resource to an economic unit for a particular year or period.☆19Jul 27, 2026Updated 2 months ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Using K-Means algorithm for customer segmentation due to credit card behavior☆21Jun 14, 2021Updated 5 years ago
- Using convolutional autoencoders to remove random noise from seismic data.☆20Jun 10, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆11Dec 18, 2015Updated 10 years ago
- A Hash Collision Attack is an attempt to find two input strings of a hash function that produce the same hash result. Because hash functi…☆16Dec 7, 2017Updated 8 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- DCA analysis on the s&p 500☆24Jan 22, 2026Updated 8 months ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 5 years ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago