gaugau3000 / mc_sim_fin
Montecarlo simulations/analysis for finance (equity simulator)
☆32Updated last year
Related projects: ⓘ
- A financial trading method using machine learning.☆56Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆81Updated 4 months ago
- ☆34Updated 3 years ago
- Find trading pairs with Machine Learning☆39Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆48Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆43Updated 5 years ago
- Time Series Prediction of Volume in LOB☆52Updated 5 months ago
- ☆51Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆55Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆71Updated 6 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆70Updated 4 years ago
- Package to build risk model for factor pricing model☆20Updated last month
- ☆10Updated this week
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆46Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆64Updated 2 years ago
- CS7641 Team project☆80Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆73Updated last year
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- ☆37Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆44Updated 3 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆32Updated last year
- quantitative - Quantitative finance back testing library☆62Updated 5 years ago
- ☆31Updated this week
- Collection of indicators that I used in my strategies.☆48Updated last year
- ☆23Updated this week
- Pairs trading strategy example based on Catalyst☆48Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆14Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆58Updated 4 years ago
- Research Repo (Archive)☆69Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆28Updated 2 months ago