bloomberg / quant-research
A collection of projects published by Bloomberg's Quantitative Finance Research team.
☆102Updated 2 years ago
Related projects: ⓘ
- Teaching Resources for Cuemacro courses☆52Updated 4 months ago
- Design of Risk Parity Portfolios☆106Updated last year
- Guides, tutorials and presentations☆53Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆109Updated 8 months ago
- Quant Research☆59Updated this week
- Quantamental finance research with python☆130Updated 2 years ago
- ☆84Updated this week
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆149Updated 2 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 5 years ago
- Repository for teachings on Quant Finance☆47Updated 4 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆136Updated last year
- My Quant Research Papers (incl. Coding & Excel Examples)☆94Updated 10 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆130Updated last month
- Listed Volatility and Variance Derivatives (Wiley Finance)☆142Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆146Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆71Updated 6 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆35Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆232Updated 7 months ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆53Updated 7 years 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…☆59Updated last month
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆109Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆59Updated last year
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆92Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆33Updated 3 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆99Updated 3 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆20Updated 6 months ago
- Macrosynergy Quant Research☆84Updated this week
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆126Updated 5 years ago