brianboonstra / ragtop
Financial derivatives pricing and calibration using linked equity and credit models
☆10Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for ragtop
- R code for dealing with the Commitment of Traders report.☆16Updated 7 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆22Updated 6 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated 3 months ago
- Interest-rate modeling and Fixed Income Pricing in Python☆10Updated 3 years ago
- Python Interface to econdb.com API☆40Updated 2 years ago
- An algorithmic trading framework for pydata.☆13Updated last year
- A model for forecasting stock volatility☆21Updated 7 years ago
- A framework for historical volatility estimation and analysis.☆34Updated 4 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Realized Volatility Forecasting modeling☆14Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- Currency Binary Option Pricing with 3 methods and implied smile☆25Updated 5 years ago
- Quantitative finance research tools in Python☆11Updated 5 years ago
- Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treas…☆44Updated this week
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆17Updated last year
- This is a repository for all the lab session in the "Investment Management with Python and Machine Learning Specialization" Offered By ED…☆19Updated 4 years ago
- Basic Limit Order Book functions☆20Updated 6 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆16Updated 8 months ago
- R package for high frequency time series data management☆61Updated 3 weeks ago
- My replication of financial papers.☆18Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Hawkes with Latency☆19Updated 3 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆10Updated 5 years ago
- ☆15Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago