hmssantos / PythonFinanceAILinks
A collection of Python notebooks demonstrating the integration of AI with financial strategies.
☆18Updated 2 months ago
Alternatives and similar repositories for PythonFinanceAI
Users that are interested in PythonFinanceAI are comparing it to the libraries listed below
Sorting:
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- ☆44Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- A stock price prediction model based on ARMA and GARCH☆23Updated last year
- ☆26Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 11 months ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 6 months ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 9 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- detecting regime of financial market☆40Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- ☆41Updated 4 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 6 months ago
- ☆22Updated last month
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆48Updated 4 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 11 months ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆27Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- ☆25Updated 6 months ago