frasagui / CQF_June_2020
This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 cohort.
☆29Updated 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
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆48Updated last year
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆16Updated last year
- ☆12Updated 2 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆34Updated 6 years ago
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- CQF☆20Updated 2 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 4 years ago
- Notes and code fragments of CQF lectures.☆15Updated 2 years ago
- ☆21Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆11Updated 4 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Python Code for Quantitative Finance Papers☆39Updated 4 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆24Updated 11 months ago
- ☆17Updated 6 years ago
- Advanced Risk and Portfolio Management Resources☆26Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆21Updated 7 years ago
- Semi-automatic analysis of a financial series using Python.☆11Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- The CQF program☆83Updated 8 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆95Updated 2 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆11Updated last year
- Dynamic portfolio optimization☆19Updated last year
- ☆24Updated 6 years ago