epogrebnyak / data-ustLinks
US Treasuries Yield Curve Data
☆27Updated 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 7 months ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- Applying NLP framework to 10-K filings in equity markets☆14Updated 4 years ago
- Fast Risks with QuantLib in Python☆17Updated last year
- Development space for PhD in Finance☆33Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Quantamental finance research with python☆153Updated 3 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…☆143Updated 3 years ago
- my talk for credit suisse☆40Updated this week
- Code for getting implied volatility in Python☆27Updated 8 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Python project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less fre…☆29Updated last week
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆50Updated 4 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated 3 months ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆87Updated 4 months ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆141Updated 2 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 3 years ago
- ☆30Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Risk tools for commodities trading and finance☆36Updated 5 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago