gandhis1 / mbs-analyticsLinks
Cash flow and analytics engine for mortgage-backed securities (MBS)
☆12Updated 3 years ago
Alternatives and similar repositories for mbs-analytics
Users that are interested in mbs-analytics are comparing it to the libraries listed below
Sorting:
- a cashflow engine wrapper for structured finance professionals☆56Updated 3 weeks ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- Quantamental finance research with python☆152Updated 3 years ago
- ☆14Updated 11 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆276Updated this week
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆164Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated 2 weeks ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆81Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆100Updated 2 years ago
- ☆88Updated last month
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆85Updated 2 months ago
- Documentation for QuantLib-Python☆113Updated 3 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆137Updated 9 months ago
- Pythonic interface for Bloomberg Open API☆134Updated 7 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- ☆54Updated 7 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- ☆32Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Performance Anayltics for Investment Portfolios☆48Updated 5 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆130Updated this week