cantaro86 / python-machine-learning-book-2nd-edition
The "Python Machine Learning (2nd edition)" book code repository and info resource
☆14Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for python-machine-learning-book-2nd-edition
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- ☆57Updated last year
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆25Updated 3 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆76Updated 3 months ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆11Updated last year
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆29Updated last year
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆45Updated last year
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- ☆15Updated 6 years ago
- Predictive yield curve modeling in reduced dimensionality☆39Updated last year
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆41Updated 5 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆25Updated 3 years ago
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- ☆17Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆26Updated last year
- Design your own Trading Strategy☆35Updated 8 months ago
- ☆23Updated last year
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆11Updated 4 years ago
- ☆35Updated 2 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆45Updated 4 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Dispersion Trading using Options☆26Updated 7 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆20Updated 4 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆16Updated last year
- Quant Research☆64Updated this week
- Construction of local volatility surface by using SABR☆26Updated 7 years ago