gingfacekillah / Financial-Modelling-in-R
A collection of scripts for modelling financial markets & options in R.
☆52Updated 2 months ago
Alternatives and similar repositories for Financial-Modelling-in-R:
Users that are interested in Financial-Modelling-in-R are comparing it to the libraries listed below
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated last week
- ☆47Updated 5 months ago
- Python library for asset pricing☆114Updated last year
- ☆81Updated 4 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year
- Quantamental finance research with python☆145Updated 2 years ago
- Features and labels engineering of raw data of quotes of several stocks.☆29Updated 5 years ago
- ☆82Updated 2 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆63Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Macrosynergy Quant Research☆123Updated this week
- ☆113Updated 2 years ago
- ☆36Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆86Updated last month
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆108Updated 11 months ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆14Updated last year
- Quant Research☆71Updated 3 weeks ago
- ☆42Updated 5 years ago
- Python Code for Quantitative Finance Papers☆39Updated 6 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆64Updated 3 weeks ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆33Updated last year
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆18Updated 3 years ago
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆65Updated 3 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated 11 months ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆22Updated 3 months ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆52Updated 2 years ago
- ☆136Updated last year