hangukquant / hangukquant.github.io
Documentation for hangukquant/quantpylib
☆14Updated last month
Related projects ⓘ
Alternatives and complementary repositories for hangukquant.github.io
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆86Updated 6 months ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆55Updated 8 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆141Updated 3 weeks ago
- ☆38Updated 5 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆176Updated this week
- CS7641 Team project☆84Updated 4 years ago
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆94Updated 2 years ago
- Real-time & historical data API for US stocks and options☆58Updated 4 months ago
- Features and labels engineering of raw data of quotes of several stocks.☆28Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆58Updated 4 years ago
- ☆37Updated 3 weeks ago
- Load & Query Stock Data Using OpenBB & ArcticDB☆23Updated 10 months ago
- Python library for asset pricing☆103Updated 7 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- To classify trades into buyer- and seller-initiated.☆129Updated last year
- Analysis of financial instruments☆63Updated this week
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆51Updated 3 months ago
- A Practical Guide to a Simple Data Stack.☆34Updated last month
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆28Updated 10 months ago
- Time Series Prediction of Volume in LOB☆53Updated 6 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- ☆43Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆111Updated 10 months ago
- Visualize option prices and sensitivities☆46Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 2 years ago
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆115Updated 3 months ago
- ☆103Updated 6 years ago