bondxue / Asset-Backed-Security-ModelingLinks
ScriptUni Python in Finance Certificate Final Project
☆38Updated 3 years ago
Alternatives and similar repositories for Asset-Backed-Security-Modeling
Users that are interested in Asset-Backed-Security-Modeling are comparing it to the libraries listed below
Sorting:
- Python library for asset pricing☆115Updated last year
- Quant Research☆81Updated 4 months ago
- Macrosynergy Quant Research☆147Updated last week
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆21Updated 6 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated last year
- Pythonic interface for Bloomberg Open API☆131Updated 5 months ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 10 months ago
- Teaching Resources for Cuemacro courses☆54Updated 3 months ago
- Algo Trading Research & Documentation☆20Updated last year
- Quantamental finance research with python☆149Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆41Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- The repository of "Python for Finance Cookbook" 2nd edition☆222Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Portfolio Construction and Risk Management book's Python code.☆114Updated last week
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆27Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆152Updated 10 months ago
- 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
- ☆81Updated 7 months ago
- Python API Client for FRED☆62Updated 3 weeks ago
- ☆45Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 4 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆93Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated last month
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆135Updated last year