fortitudo-tech / pcrm-bookLinks
Portfolio Construction and Risk Management book's Python code.
☆123Updated 2 months ago
Alternatives and similar repositories for pcrm-book
Users that are interested in pcrm-book are comparing it to the libraries listed below
Sorting:
- Macrosynergy Quant Research☆153Updated this week
- Python library for asset pricing☆118Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated 3 weeks ago
- Quant Research☆86Updated last week
- ☆81Updated 9 months ago
- ☆143Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 7 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆175Updated 2 weeks ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆90Updated 6 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 2 months ago
- Codes for the concepts related to quantitative finance☆57Updated 2 weeks ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆146Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆96Updated 8 months ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆84Updated last week
- ☆231Updated last year
- volatility arbitrage in Heston model☆56Updated 5 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- ☆46Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆84Updated 3 years ago
- Collection of resources used on QuantPy YouTube channel.☆249Updated last year
- Python Code for Quantitative Finance Papers☆40Updated 11 months ago
- Algo Trading Research & Documentation☆21Updated last month
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆48Updated 2 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆34Updated last year
- Machine Learning Trading Toolkit☆38Updated 2 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago