cuemacro / FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
☆24Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for FinancePy
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Simple portfolio analysis and management.☆27Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated last year
- Productivity Tools for Plotly + Pandas☆17Updated 6 years ago
- ☆57Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- ☆23Updated last year
- ☆24Updated 6 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- Teaching Resources for Cuemacro courses☆53Updated 2 weeks ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- ☆24Updated last month
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆11Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- ☆33Updated 6 years ago
- 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…☆60Updated 3 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆52Updated 3 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆53Updated last week
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆36Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 6 months ago
- ☆19Updated last year
- Dispersion Trading using Options☆26Updated 7 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
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- ☆27Updated 2 years ago