finmath / finmath-smart-derivative-contractLinks
Tools and analytics for smart derivative contracts.
☆14Updated this week
Alternatives and similar repositories for finmath-smart-derivative-contract
Users that are interested in finmath-smart-derivative-contract are comparing it to the libraries listed below
Sorting:
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- ☆12Updated 3 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 7 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 8 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- awesome-financial-networks☆35Updated 5 years ago
- ☆11Updated last year
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆8Updated 2 years ago
- ☆14Updated 9 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- A mirror of the Open Risk white paper collection☆10Updated 2 months ago
- Finance 6470: Derivatives Markets☆10Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆10Updated last year
- A framework for detecting misreported returns in hedge funds.☆16Updated 5 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 years ago
- ☆15Updated 7 years ago
- ☆14Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Crowd-sourced links for economists, esp. in financial economics with computational interests.☆22Updated 6 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 6 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 5 months ago