claudiouzelac / awesome-tradingLinks
☆10Updated 5 years ago
Alternatives and similar repositories for awesome-trading
Users that are interested in awesome-trading are comparing it to the libraries listed below
Sorting:
- Basic Limit Order Book functions☆21Updated 7 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆17Updated last year
- ☆17Updated 7 years ago
- ☆25Updated 9 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Quant interview problems with answers.☆15Updated 6 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Arbitrage free SVI Surface☆14Updated 7 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Robust Statistical Arbitrage Strategies☆16Updated 3 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- ☆11Updated last year
- Financial Markets Microstructure course (UCPH, Masters in Econ)☆20Updated 2 months ago
- ☆23Updated 5 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆15Updated 3 months ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- ☆16Updated 4 years ago
- ☆23Updated 4 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 5 years ago
- Hawkes with Latency☆20Updated 4 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆8Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆12Updated 4 years ago
- ☆11Updated 9 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆13Updated 2 years ago
- Fixed-Income-Quant-Trading Projects☆13Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year