ishank011 / gs-quantify-bond-predictionLinks
Solution of the given task of predicting the buying and selling volume of the corporate bonds.
☆19Updated 7 years ago
Alternatives and similar repositories for gs-quantify-bond-prediction
Users that are interested in gs-quantify-bond-prediction are comparing it to the libraries listed below
Sorting:
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆14Updated 7 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆127Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆53Updated 4 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆57Updated 8 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- A library for SEC data extraction, equity valuation, discovery of mispriced stocks☆30Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆125Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- ☆54Updated 7 years ago
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Beginner friendly guide into the world of investing, quant data analysis and algorithmic trading.☆40Updated 2 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆33Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Scrape, analyze & visualize stock market data for the S&P500 using Python. Build a basic trading strategy using machine learning to asses…☆89Updated 5 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
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆67Updated 2 years ago
- Udacity NANODEGREE Program(Partner with World Quant): Projects designed by industry experts, covering topics from asset management to tra…☆53Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago