chicago-joe / Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
☆27Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for Option-Pricing-via-Levy-Models-in-R
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Updated 4 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 3 weeks ago
- R package AssetAllocation☆34Updated 11 months ago
- Machine Learning functions for Finance☆10Updated 6 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆25Updated 8 years ago
- ☆28Updated 3 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆12Updated 6 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- R package for high frequency time series data management☆61Updated 3 weeks ago
- NYU Tandon lecture slides☆31Updated 3 weeks ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 2 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆16Updated 8 months ago
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆47Updated 6 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆23Updated 8 months ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆21Updated 3 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆18Updated 4 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆61Updated 2 weeks ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆14Updated 4 years ago
- CRAN Task View: Empirical Finance☆56Updated 2 weeks ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 8 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated 3 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Fixed income tools for R☆52Updated 10 months ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆12Updated 6 years ago