chenenen13 / Trading-StrategiesLinks
☆81Updated 9 months ago
Alternatives and similar repositories for Trading-Strategies
Users that are interested in Trading-Strategies are comparing it to the libraries listed below
Sorting:
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆170Updated last week
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- Quant Research☆86Updated 2 weeks ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆141Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆187Updated last year
- Macrosynergy Quant Research☆149Updated this week
- ☆46Updated last year
- ☆143Updated last year
- Algo Trading Research & Documentation☆21Updated 3 weeks ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆83Updated 7 months ago
- Portfolio Construction and Risk Management book's Python code.☆117Updated last month
- CS7641 Team project☆96Updated 5 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 2 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated last month
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 5 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- Python library for asset pricing☆117Updated last year
- volatility arbitrage in Heston model☆56Updated 4 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Python Code for Quantitative Finance Papers☆39Updated 10 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆182Updated last year
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- ☆52Updated 8 years ago