chenenen13 / Trading-StrategiesLinks
☆82Updated 11 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…☆177Updated last month
- Portfolio Construction and Risk Management book's Python code.☆129Updated last week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated 2 weeks ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆155Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- Macrosynergy Quant Research☆159Updated last week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆119Updated last week
- Quant Research☆90Updated last month
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆92Updated 7 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Python Code for Quantitative Finance Papers☆41Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆108Updated 9 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆189Updated last year
- Python library for asset pricing☆117Updated last year
- volatility arbitrage in Heston model☆62Updated 6 months ago
- ☆47Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- Code for the paper Volatility is (mostly) path-dependent☆70Updated last year
- ☆144Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- ☆141Updated 2 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆74Updated 4 years ago
- ☆65Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Algo Trading Research & Documentation☆21Updated 2 months ago
- ☆73Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆52Updated 6 years ago