frasagui / CQF_June_2020Links
This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 cohort.
☆31Updated 4 years ago
Alternatives and similar repositories for CQF_June_2020
Users that are interested in CQF_June_2020 are comparing it to the libraries listed below
Sorting:
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆49Updated last year
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆21Updated 2 years ago
- ☆15Updated 2 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- ☆23Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Notes and code fragments of CQF lectures.☆16Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- CQF☆27Updated 2 years ago
- Advanced Risk and Portfolio Management Resources☆27Updated 5 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Updated 5 years ago
- ☆41Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- baruch mfe mth9814 financial instruments☆14Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask credit. Further, outstanding del…☆10Updated 2 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆30Updated last year
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆21Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Delta hedging under SABR model☆32Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- CS7641 Team project☆95Updated 4 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆9Updated last month
- Package to build risk model for factor pricing model☆26Updated 10 months ago