gingfacekillah / Financial-Modelling-in-RLinks
A collection of scripts for modelling financial markets & options in R.
☆61Updated 11 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
Sorting:
- ☆97Updated 3 months ago
- Quantamental finance research with python☆153Updated 3 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆199Updated last week
- Macrosynergy Quant Research☆166Updated this week
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆19Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆123Updated 2 years ago
- Python library for asset pricing☆126Updated last year
- ☆86Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆352Updated 2 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆106Updated 3 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆277Updated 2 weeks ago
- Portfolio Construction and Risk Management book's Python code.☆167Updated 2 weeks ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Quant Research☆99Updated this week
- ☆152Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- ☆82Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆252Updated 7 years ago
- To classify trades into buyer- and seller-initiated.☆155Updated 3 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆161Updated last month
- Montecarlo simulations/analysis for finance (equity simulator)☆49Updated 2 years ago
- Website dedicated to a book on machine learning for factor investing☆238Updated 2 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆15Updated 2 years ago
- A collection of homeworks of market microstructure models.☆274Updated 7 years ago
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- Algo Trading Research & Documentation☆30Updated 5 months ago
- Simple Risk Premia Strategy☆37Updated 4 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆35Updated 4 years ago