epogrebnyak / data-ustLinks
US Treasuries Yield Curve Data
☆25Updated 3 years ago
Alternatives and similar repositories for data-ust
Users that are interested in data-ust are comparing it to the libraries listed below
Sorting:
- 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 5 months ago
- Applying NLP framework to 10-K filings in equity markets☆14Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- Simple portfolio analysis and management.☆29Updated 3 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆36Updated 7 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆118Updated 4 years ago
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆174Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated last year
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆164Updated 6 years ago
- Teaching Resources for Cuemacro courses☆54Updated 5 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Tools for investing in Python☆45Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Quantamental finance research with python☆151Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆127Updated 3 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- alpha-RNN☆30Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆136Updated 6 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆60Updated 4 months ago