aaaquants / Factor-ModellingLinks
☆14Updated 7 years ago
Alternatives and similar repositories for Factor-Modelling
Users that are interested in Factor-Modelling are comparing it to the libraries listed below
Sorting:
- ☆22Updated 7 years ago
- ☆45Updated 7 years ago
- ☆25Updated 7 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- ☆24Updated 6 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆35Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆35Updated 7 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 9 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- ☆24Updated 9 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 10 years ago
- ☆16Updated 4 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- ☆27Updated 6 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- Code for getting implied volatility in Python☆26Updated 7 years ago
- Use the zipline and pyfolio to analyze trades.☆9Updated 8 years ago
- IB Python API related.☆23Updated 7 years ago
- Code for various data snooping tests on financial time series.☆20Updated 10 years ago
- finance☆43Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year