dbogatic / economic-indicators
Economic indicators using Python and APIs
☆15Updated last year
Alternatives and similar repositories for economic-indicators:
Users that are interested in economic-indicators are comparing it to the libraries listed below
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆24Updated last month
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated last year
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 2 years ago
- ☆23Updated 2 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆27Updated 4 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 4 years ago
- Dispersion Trading using Options☆32Updated 7 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 9 months ago
- ☆24Updated 6 years ago
- ☆35Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Design your own Trading Strategy☆36Updated 11 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- ☆57Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆17Updated 2 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
- ☆21Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- SOFR curve bootstrapping☆23Updated 4 years ago
- Factor Investing Library☆25Updated 2 years ago