coorung / Finance-WorldLinks
Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
☆42Updated 5 years ago
Alternatives and similar repositories for Finance-World
Users that are interested in Finance-World are comparing it to the libraries listed below
Sorting:
- By means of stochastic volatility models☆44Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- finance☆43Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 2 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆28Updated 3 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- awesome-financial-networks☆35Updated 5 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 3 months ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago