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:
- Portfolio optimization with cvxopt☆41Updated 7 months 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 4 months ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Applying NLP framework to 10-K filings in equity markets☆14Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 7 years ago
- Predicting index movements with Google Trends search volume alternative data☆16Updated 4 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
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆116Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Fast Risks with QuantLib in Python☆15Updated last year
- finance☆43Updated 8 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- By means of stochastic volatility models☆44Updated 5 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
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated last week
- Quantamental finance research with python☆149Updated 3 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆137Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Event-Driven BackTesting Framework☆15Updated 7 years ago
- my talk for credit suisse☆38Updated this week
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Real-time & historical data API for US stocks and options☆63Updated last year
- Code for getting implied volatility in Python☆26Updated 8 years ago