bcdannyboy / STOC-DLinks
STOC'D: Stochastic Trade Optimization for Credit Derivatives
☆34Updated 8 months ago
Alternatives and similar repositories for STOC-D
Users that are interested in STOC-D are comparing it to the libraries listed below
Sorting:
- algorithmic trading using machine learning☆149Updated last week
- ☆43Updated 10 months ago
- A dockerized Jupyter quant research environment.☆204Updated this week
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆67Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆389Updated this week
- HFT signals on GDAX☆105Updated 7 years ago
- ☆140Updated last year
- Collection of resources used on QuantPy YouTube channel.☆236Updated last year
- A python library for computing technical analysis indicators on streaming data.☆126Updated 2 months ago
- The official Python client library for Databento☆188Updated last week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆187Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆178Updated 11 months ago
- Real-time & historical data API for US stocks and options☆61Updated last year
- ☆140Updated 2 years ago
- Analysis of financial instruments☆74Updated last week
- ☆48Updated 9 months ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆23Updated 6 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆121Updated last year
- ☆46Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- Collection of scripts and utilities for stock market analysis, strategies etc☆210Updated 4 months ago
- Option and stock backtester / live trader☆263Updated 7 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆169Updated last week
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆256Updated this week
- Implementation of the vanilla Deep Hedging engine☆280Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆261Updated 2 weeks ago
- 2025-trading-automation-scripts☆92Updated 2 months ago
- Signal processing examples in python☆148Updated 5 years ago