gwigniolle / Hedge-Fund-ReplicationLinks
☆10Updated 7 years ago
Alternatives and similar repositories for Hedge-Fund-Replication
Users that are interested in Hedge-Fund-Replication are comparing it to the libraries listed below
Sorting:
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- ☆17Updated 7 years ago
- ☆24Updated 6 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- ☆22Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- ☆10Updated 10 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- finance☆43Updated 7 years ago
- Code for getting implied volatility in Python☆25Updated 7 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- A program to optimize option trading strategies☆14Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 11 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- An xVA quantitative library written in python using tensorflow☆18Updated last week
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 4 years ago
- ☆25Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 3 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago