aldodec / Capital-Asset-Pricing-Model-CAPM-with-PythonLinks
This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python
☆19Updated 6 years ago
Alternatives and similar repositories for Capital-Asset-Pricing-Model-CAPM-with-Python
Users that are interested in Capital-Asset-Pricing-Model-CAPM-with-Python are comparing it to the libraries listed below
Sorting:
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆72Updated last year
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 8 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆165Updated last year
- Quantamental finance research with python☆153Updated 3 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆45Updated last year
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ☆76Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 2 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- AlphaWaveData delivers APIs for financial data analysis.☆72Updated 4 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 5 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- A python application, that demonstrates optimizing a portfolio using machine learning.☆103Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆87Updated 5 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆92Updated 2 years ago