Modeling volatility project for ODSC East 2019
☆16Dec 8, 2022Updated 3 years ago
Alternatives and similar repositories for modeling-volatility
Users that are interested in modeling-volatility are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Jun 11, 2018Updated 8 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Mar 23, 2020Updated 6 years ago
- Creating animations with the python's library Manim☆13Apr 22, 2022Updated 4 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Small example on how you can detect multicollinearity☆13May 29, 2021Updated 5 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 5 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Apr 18, 2020Updated 6 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- Nifty Option-Chain Analysis in Realtime☆14Aug 30, 2022Updated 4 years ago
- ☆10Mar 23, 2018Updated 8 years ago
- Get the list of all the stokcs, etf, indices, mutual funds, Exchange-Traded Notes (ETN) listed on the New York Stock Exchange (NYSE), Nas…☆10Jan 9, 2022Updated 4 years ago
- Optimization of Crypto Portfolio using Python☆12Jan 21, 2018Updated 8 years ago
- Implement DeepWarp algorithm for gaze manipulation☆14Feb 11, 2018Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 4 years ago
- ☆12Jul 10, 2026Updated last month
- ☆22Jun 20, 2018Updated 8 years ago
- Experiments with acoustic echo cancellation.☆10Jul 13, 2016Updated 10 years ago
- experimenting using vector db and ai image feature models to associate images to one another via vector database.☆11May 2, 2023Updated 3 years ago
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 16 years ago
- applications for risk management through computational portfolio construction methods☆47Sep 18, 2020Updated 5 years ago
- ☆13Dec 28, 2021Updated 4 years ago
- Machine Learning for Asset Managers☆17Sep 28, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 years ago
- 🔮 Alexa integration with Google Assistant☆10Nov 30, 2018Updated 7 years ago
- A simple application designed to automate a covered calls trading strategy https://arkm97.github.io/covered-calls/)☆12Feb 9, 2022Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 7 years ago
- programmable on-chain identity primitive protocol☆13Jun 23, 2022Updated 4 years ago
- ☆16Apr 27, 2021Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆68Jul 17, 2022Updated 4 years ago
- 🤖 Python bot using WebScraping to get news from the economic calendar☆13Jan 20, 2023Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Regime-Switching Model☆20Nov 9, 2017Updated 8 years ago
- Example luminus web app with PostgreSQL and Authentication☆15Sep 28, 2018Updated 7 years ago
- Vinit is a command-line tool to generate V projects and run scripts written in V☆16May 26, 2021Updated 5 years ago
- Design a Telegram Bot that will interact with truck drivers to track your shipments and provide real-time visibility of your transportati…☆28Dec 30, 2025Updated 8 months ago
- Exercise for Investment and Portfolio Management Specialization offered by Rice on Coursera.☆12Aug 15, 2020Updated 6 years ago
- VRAE Variational Recurrent Autoencoder☆15Dec 29, 2017Updated 8 years ago
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated 5 months ago