dbogatic / economic-indicatorsLinks
Economic indicators using Python and APIs
☆15Updated 2 years ago
Alternatives and similar repositories for economic-indicators
Users that are interested in economic-indicators are comparing it to the libraries listed below
Sorting:
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- ☆25Updated 7 years ago
- Design your own Trading Strategy☆39Updated last year
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- ☆65Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆45Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Updated 5 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Updated 5 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
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆28Updated last month
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- SOFR curve bootstrapping☆27Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆115Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆41Updated 10 months ago
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- quantitative asset allocation strategy☆33Updated 9 months ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 8 months ago