hudson-and-thames / SecondBrainLinks
☆47Updated 2 years ago
Alternatives and similar repositories for SecondBrain
Users that are interested in SecondBrain are comparing it to the libraries listed below
Sorting:
- ☆143Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated last month
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆129Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Algo Trading Research & Documentation☆21Updated last month
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆176Updated 2 weeks ago
- Macrosynergy Quant Research☆154Updated this week
- Portfolio Construction and Risk Management book's Python code.☆124Updated 2 months ago
- Python library for asset pricing☆117Updated last year
- Features and labels engineering of raw data of quotes of several stocks.☆31Updated 5 years ago
- algorithmic trading using machine learning☆151Updated 2 weeks ago
- ☆141Updated 2 years ago
- ☆49Updated 10 months ago
- Analysis of financial instruments☆75Updated this week
- Implementation of the vanilla Deep Hedging engine☆290Updated 2 years ago
- ☆261Updated last year
- HFT signals on GDAX☆109Updated 7 years ago
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆209Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆222Updated 4 years ago
- ☆87Updated 5 months ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆113Updated 6 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- A dockerized Jupyter quant research environment.☆209Updated last week
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆84Updated last week
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆246Updated 7 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆274Updated last week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆434Updated 2 weeks ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 7 months ago