bualpha / quant-library
α collection of resources for people interested in quant finance
☆53Updated 6 years ago
Alternatives and similar repositories for quant-library:
Users that are interested in quant-library are comparing it to the libraries listed below
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆55Updated 8 years ago
- ☆22Updated 5 years ago
- ☆106Updated 8 years ago
- ☆35Updated 7 years ago
- finance☆43Updated 7 years ago
- ☆36Updated 6 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- archiving old code☆26Updated 7 years ago
- ☆35Updated 3 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- generic project files☆39Updated 8 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 10 years ago