bloomberg / quant-research
A collection of projects published by Bloomberg's Quantitative Finance Research team.
☆115Updated 3 years ago
Alternatives and similar repositories for quant-research:
Users that are interested in quant-research are comparing it to the libraries listed below
- ☆35Updated 3 years ago
- Backtesting toolbox for trading strategies☆113Updated last year
- Guides, tutorials and presentations☆55Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆117Updated 2 years ago
- Macrosynergy Quant Research☆118Updated this week
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Teaching Resources for Cuemacro courses☆53Updated last month
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆162Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆46Updated 7 years ago
- Quant Research☆71Updated 2 weeks ago
- Quantamental finance research with python☆145Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated 2 months ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆123Updated 3 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆133Updated 5 years ago
- ☆54Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 4 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 7 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Design of Risk Parity Portfolios☆108Updated 2 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 6 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆59Updated 2 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆145Updated 7 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆260Updated 2 years ago