chenenen13 / Trading-Strategies
☆81Updated 4 months ago
Alternatives and similar repositories for Trading-Strategies:
Users that are interested in Trading-Strategies are comparing it to the libraries listed below
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆157Updated 3 weeks ago
- Portfolio Construction and Risk Management book's Python code.☆89Updated this week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆181Updated last year
- ☆45Updated last year
- Quant Research☆71Updated last month
- volatility arbitrage in Heston model☆45Updated last week
- Python library for asset pricing☆115Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆98Updated 2 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆75Updated 3 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆64Updated 3 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆79Updated 7 months ago
- Python Code for Quantitative Finance Papers☆39Updated 6 months ago
- Macrosynergy Quant Research☆125Updated this week
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆63Updated last year
- ☆19Updated 2 years ago
- ☆137Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆119Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- ☆37Updated 2 years ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆38Updated last year
- CS7641 Team project☆94Updated 4 years ago
- Codes for the concepts related to quantitative finance☆51Updated this week
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆150Updated 10 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆257Updated last month