eightsmile / cfaLinks
CFA Learning Notes
☆13Updated last year
Alternatives and similar repositories for cfa
Users that are interested in cfa are comparing it to the libraries listed below
Sorting:
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆37Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 11 months ago
- ☆44Updated 2 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- 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
- Applying Differential Machine Learning to Calibrate Heston Model☆21Updated 2 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆27Updated last year
- baruch mfe mth9814 financial instruments☆15Updated 7 years ago
- ☆29Updated 3 months ago
- Deep Reinforcement Learning Framework for Factor Investing☆29Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆36Updated 2 years ago
- Dynamic portfolio optimization☆28Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆34Updated last year
- Quant trader/researcher Interview Question Collection☆17Updated last year
- Python Code for Quantitative Finance Papers☆40Updated last year
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆32Updated 5 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Quantitative finance research notebooks☆21Updated 5 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- ☆24Updated 5 years ago
- Factor Investing Library☆28Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆68Updated this week
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆44Updated 5 months ago