foolcage / awesome-quant-1Links
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
☆16Updated 5 years ago
Alternatives and similar repositories for awesome-quant-1
Users that are interested in awesome-quant-1 are comparing it to the libraries listed below
Sorting:
- Python tools to quantitatively manage financial risk☆67Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- ☆27Updated 7 years ago
- ☆194Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated last year
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆121Updated 3 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆127Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆241Updated last year
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆146Updated 3 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- ☆113Updated last year
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆118Updated 4 years ago
- portfolio construction and quantitative analysis☆139Updated 10 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- A python program to implement the discrete binomial option pricing model☆83Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆131Updated 2 years ago
- generic project files☆39Updated 8 years ago
- ☆54Updated 7 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆49Updated 8 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- ☆44Updated last year
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago