cleeclee123 / sell-side-research-public
☆24Updated this week
Related projects: ⓘ
- Code repository for Pricing and Trading Interest Rate Derivatives☆50Updated last year
- Collection of resources used on QuantPy YouTube channel.☆151Updated 9 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆171Updated last year
- Goldman Sachs - Quantitative Strategies Research Notes☆306Updated 4 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆289Updated 4 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆110Updated 10 months ago
- Python library for asset pricing☆99Updated 6 months ago
- ☆118Updated 8 months ago
- Macrosynergy Quant Research☆84Updated this week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆76Updated last month
- ☆194Updated 6 months ago
- Quantamental finance research with python☆130Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆130Updated last month
- A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for f…☆121Updated this week
- The CQF program☆161Updated 6 years ago
- ☆55Updated last month
- Quant Research☆59Updated this week
- Pythonic interface for Bloomberg Open API☆115Updated 2 months ago
- ☆44Updated 11 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆116Updated 7 months ago
- Algo Trading Research & Documentation☆10Updated 3 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆75Updated 9 months ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆169Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆204Updated last month
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆39Updated 4 years ago
- A multi-factor equity risk model for quantitative trading.☆367Updated last month
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆53Updated 8 months ago
- The CQF resources and my learning records☆99Updated 6 months ago
- ☆62Updated this week
- Repository for code, notebooks, data, etc. for the course "Python for the financial economist" at CBS☆36Updated this week