☆28Aug 26, 2024Updated last year
Alternatives and similar repositories for misc
Users that are interested in misc are comparing it to the libraries listed below
Sorting:
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- ☆17Nov 17, 2021Updated 4 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- ☆13May 27, 2023Updated 2 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- experiments with pair trading☆335Dec 10, 2024Updated last year
- ☆42Apr 12, 2021Updated 4 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- ☆12May 22, 2022Updated 3 years ago
- Machine Learning for Factor Investing in Python☆10Nov 24, 2020Updated 5 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Comprehensive Python Cheatsheet☆11Oct 12, 2022Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Nov 10, 2024Updated last year
- Legacy trading bot/backtester using Backtrader☆17Jan 7, 2026Updated last month
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆11Feb 21, 2022Updated 4 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- Multivariate time-series forecasting on stock market data using a transformer neural network☆12Jan 10, 2023Updated 3 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Signal Processing Tools☆11Feb 18, 2025Updated last year
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆12Dec 24, 2022Updated 3 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆13Nov 21, 2023Updated 2 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Jan 8, 2026Updated last month
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 4 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- ☆16Jul 17, 2020Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- ☆14Aug 5, 2020Updated 5 years ago
- ☆36Nov 27, 2017Updated 8 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago