☆17Mar 16, 2024Updated 2 years ago
Alternatives and similar repositories for Lehman-Publications
Users that are interested in Lehman-Publications are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ZenML 🙏: Build portable, production-ready MLOps pipelines. https://zenml.io.☆10Nov 30, 2023Updated 2 years ago
- Open-source modular library for quant factor research and backtesting. Implement and share factors, run backtests, and contribute to an e…☆15Aug 30, 2025Updated last year
- This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confiden…☆13Aug 30, 2022Updated 4 years ago
- Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative resear…☆15Updated this week
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆15May 24, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A very simple implementation of a little dependently typed language☆11Aug 30, 2012Updated 14 years ago
- Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's grow…☆12Oct 28, 2020Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- ☆16Jan 28, 2013Updated 13 years ago
- Public code for our paper https://ssrn.com/abstract=3958331☆26Dec 6, 2021Updated 4 years ago
- PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus …☆17Nov 29, 2023Updated 2 years ago
- Curated list of awesome ML Visualization Libraries☆16Jun 23, 2023Updated 3 years ago
- F# Graph Library☆15Feb 26, 2016Updated 10 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- Bloomberg Desktop API request/response data in pandas DataFrames for quantitative research☆20Updated this week
- Fully Flexible Probabilities for Stress-Testing and Portfolio Construction☆21Oct 13, 2026Updated 3 weeks ago
- End-to-end QLoRA-based fine-tuning of Llama-2 for a medical-diagnosis/doctor chat-bot on AWS☆10Jun 1, 2026Updated 5 months ago
- Unobtrusive realtime mouse-tracking analytics for node.js☆18Nov 22, 2015Updated 10 years ago
- Publicly available Python and Gretl code from posts at my blog Prognostikon☆11Jul 18, 2026Updated 3 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,217Updated this week
- Lightweight, composable framework for building muti-agent systems with Model Context Protocol (MCP)☆15Mar 23, 2025Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Open-source risk and pricing engine for portfolios and derivatives. Build Monte Carlo simulations, VaR/CVaR tools, and stochastic models,…☆18Dec 8, 2025Updated 10 months ago
- ☆15Apr 6, 2022Updated 4 years ago
- A demo pipeline of using Redis as an online feature store with Feast for orchestration and Ray for training and model serving☆10Oct 31, 2022Updated 4 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- This repository contains the equity research report (pdf), stock pitch slide deck (ppt), financial models (xl), and a couple other prelim…☆24Feb 16, 2021Updated 5 years ago
- A scikit-learn compatible neural network library based on "Revisiting Tabular Deep Learning" (RTDL)☆13May 6, 2024Updated 2 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 8 years ago
- Simple Equal Risk Contribution Module☆15Mar 1, 2022Updated 4 years ago
- ☆10Jul 7, 2026Updated 4 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆20Oct 20, 2018Updated 8 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated 2 years ago
- An experimental solver for (disjunctive) mixed-integer programming☆11Aug 27, 2021Updated 5 years ago
- Matlab implementation of "Iterated Cumulative Sum of Squares for retrospective detection of changes of variance"☆11Aug 20, 2013Updated 13 years ago
- Pytorch implementation of The ICML 2020 paper "On Learning Sets of Symmetric Elements" by Haggai Maron, Or Litany, Gal Chechik, Ethan Fet…☆10Apr 22, 2021Updated 5 years ago
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆19Nov 15, 2021Updated 4 years ago