hmssantos / PythonFinanceAI
A collection of Python notebooks demonstrating the integration of AI with financial strategies.
☆18Updated 3 months ago
Alternatives and similar repositories for PythonFinanceAI:
Users that are interested in PythonFinanceAI are comparing it to the libraries listed below
- ☆37Updated 2 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆18Updated 8 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- ☆40Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 2 months ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 4 months ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆13Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- ☆27Updated 2 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆26Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆14Updated 4 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆69Updated last month
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆19Updated 3 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- ☆24Updated 6 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆22Updated 3 years ago
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆38Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆38Updated 6 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆46Updated last week
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆32Updated 2 years ago