bualpha / quant-libraryLinks
α collection of resources for people interested in quant finance
☆53Updated 7 years ago
Alternatives and similar repositories for quant-library
Users that are interested in quant-library are comparing it to the libraries listed below
Sorting:
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 8 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- ☆36Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 9 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- finance☆43Updated 8 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 9 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Awesome machine learning for trading☆55Updated 7 years ago
- portfolio construction and quantitative analysis☆145Updated 10 years ago
- ☆27Updated 6 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Updated last year
- Code for getting implied volatility in Python☆27Updated 8 years ago
- ☆107Updated 8 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆95Updated 3 years ago