financialnoob / miscLinks
☆26Updated last year
Alternatives and similar repositories for misc
Users that are interested in misc are comparing it to the libraries listed below
Sorting:
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- experiments with crypto trading☆17Updated last year
- ☆12Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆24Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆55Updated 2 weeks ago
- ☆27Updated 3 months ago
- ☆42Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- ☆14Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Updated 3 years ago
- Option Strategy for Futures☆15Updated 5 years ago
- ☆42Updated 4 years ago
- ☆19Updated 5 years ago
- Dynamic portfolio optimization☆26Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆14Updated last year
- Collection of Models related to market making☆18Updated 4 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆12Updated 10 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Hedge long only portfolio using structural entropy☆15Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆20Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year