aldodec / Capital-Asset-Pricing-Model-CAPM-with-Python
This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python
☆18Updated 5 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
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆29Updated 4 years ago
- Portfolio optimization with cvxopt☆36Updated last month
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆62Updated 10 months ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 4 years ago
- ☆58Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 7 months ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆73Updated 4 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- Implementation of a variety of Value-at-Risk backtests☆36Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆94Updated 2 years ago
- Design your own Trading Strategy☆36Updated last year
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆42Updated 5 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆46Updated 7 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆30Updated last year
- Implementation of 5-factor Fama French Model☆119Updated 4 years ago
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆48Updated 6 years ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆75Updated 5 years ago
- Factor Investing Library☆26Updated 2 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆42Updated 4 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆39Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago