chulwoohan / pyanomalyLinks
Python library for asset pricing
☆115Updated last year
Alternatives and similar repositories for pyanomaly
Users that are interested in pyanomaly 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…☆166Updated last month
- Macrosynergy Quant Research☆147Updated this week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated last week
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆116Updated 4 months ago
- Portfolio Construction and Risk Management book's Python code.☆114Updated this week
- Financial AI with Python☆84Updated 3 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- ☆139Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆79Updated 6 months ago
- Quantamental finance research with python☆149Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- ☆81Updated 7 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆186Updated last year
- Quant Research☆81Updated 4 months ago
- ☆41Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆80Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 2 weeks ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Algo Trading Research & Documentation☆20Updated last year
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆152Updated 10 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆164Updated 7 months ago
- ☆140Updated 2 years ago
- Instrumented Principal Components Analysis☆228Updated 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…☆40Updated last year
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- ☆73Updated 4 years ago