fredley / pyngmanLinks
Optimal Hangman-playing Python Script
☆10Updated 9 years ago
Alternatives and similar repositories for pyngman
Users that are interested in pyngman are comparing it to the libraries listed below
Sorting:
- ☆16Updated 8 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆226Updated 2 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated 2 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
- Empirical Data and Some Simulation Codes☆102Updated 6 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
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Implementation of 5-factor Fama French Model☆128Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆132Updated 4 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 7 years ago
- ☆17Updated 7 years ago
- Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)☆70Updated last year
- Python implementation of a sample covariance matrix shrinkage experiment☆32Updated 11 years ago
- ☆29Updated 2 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆49Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆11Updated 6 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- hanman solver program for job interview☆40Updated 12 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- ARMA-GARCH☆97Updated last year
- Advanced Risk and Portfolio Management Resources☆30Updated 5 years ago