Alternatives and similar repositories for Empirical-Finance

Users that are interested in Empirical-Finance are comparing it to the libraries listed below

• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆28Updated 6 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆28Updated last year
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆29Updated 2 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆32Updated last year
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆18Updated 7 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆26Updated 3 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Updated 2 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆15Updated 4 years ago
• edgetrader / mean-reversion-strategy
  Mean Reversion Trading Strategy
  ☆29Updated 4 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆27Updated last year
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆91Updated 4 years ago
• pkuWu / Option_Hedge
  这是一个包含Zakamouline和WW两种期权对冲策略的项目
  ☆18Updated 3 years ago
• webn3ewbie / Economic-Data-Terminal
  ☆24Updated 2 years ago
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆39Updated 9 months ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆58Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆68Updated 2 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆15Updated 2 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆134Updated 6 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆35Updated last year
• zemengzhoushang / Breakeven_volatility
  Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model
  ☆18Updated 5 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 7 months ago