aakashagarwal778 / optionpricing_toolkitLinks
☆11Updated 9 months ago
Alternatives and similar repositories for optionpricing_toolkit
Users that are interested in optionpricing_toolkit are comparing it to the libraries listed below
Sorting:
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆21Updated last month
- Implementation of Modern Portfolio Theory and Black Litterman Model☆18Updated 3 years ago
- ☆16Updated 10 months ago
- Quant Research☆91Updated last week
- Codes for the concepts related to quantitative finance☆58Updated last month
- ☆47Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- ☆18Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- ☆28Updated 4 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆50Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated this week
- Algo Trading Research & Documentation☆21Updated 3 months ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 7 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- ☆50Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆146Updated last month
- 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…☆41Updated last year
- ☆65Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Teaching Resources for Cuemacro courses☆55Updated 7 months ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Python Code for Quantitative Finance Papers☆44Updated last year
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆143Updated 3 years ago
- Python library for asset pricing☆121Updated last year
- ☆77Updated 4 years ago