eightsmile / cfaLinks
CFA Learning Notes
☆14Updated last year
Alternatives and similar repositories for cfa
Users that are interested in cfa are comparing it to the libraries listed below
Sorting:
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆49Updated 3 weeks ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆70Updated this week
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Updated 5 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆40Updated last year
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 5 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 2 weeks ago
- Portfolio optimization with cvxopt☆40Updated last month
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 10 months ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Updated 2 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆20Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆29Updated 2 weeks ago
- ☆52Updated 2 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆31Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13Updated 5 years ago
- Fama French model on a subset of Canadian Equity data with Python☆49Updated 6 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆22Updated 2 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆55Updated 2 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…☆64Updated 10 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 4 years ago
- Dynamic portfolio optimization☆31Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆30Updated 2 years ago
- ☆17Updated 7 years ago
- Factor Investing Library☆28Updated 3 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Quantitative Developer/Strategist/Researcher Roles☆44Updated this week