chulwoohan / pyanomaly
Python library for asset pricing
☆104Updated 8 months ago
Related projects ⓘ
Alternatives and complementary repositories for pyanomaly
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆141Updated this week
- Macrosynergy Quant Research☆105Updated this week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆216Updated 2 weeks ago
- ☆73Updated last month
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆94Updated 2 years ago
- Quantamental finance research with python☆138Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆184Updated this week
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆122Updated 9 months ago
- ☆125Updated 10 months ago
- ☆208Updated 9 months ago
- Quant Research☆64Updated this week
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆54Updated 10 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆50Updated 10 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆89Updated this week
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆112Updated 10 months 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…☆36Updated 8 months ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆37Updated last month
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆79Updated last month
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆89Updated 11 months ago
- ☆45Updated last year
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆196Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆183Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆76Updated 3 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆59Updated 2 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆240Updated 6 years ago
- ☆57Updated last year