jojo142 / QuantPortfolioLinks
My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, statistical analysis, and machine learning, I develop systematic trading strategies to capitalize on market inefficiencies and generate alpha.
☆30Updated last year
Alternatives and similar repositories for QuantPortfolio
Users that are interested in QuantPortfolio are comparing it to the libraries listed below
Sorting:
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- ☆24Updated 5 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆11Updated 4 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 8 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- CS7641 Team project☆95Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- Developing a trend following model using futures☆33Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Delta hedging under SABR model☆32Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 10 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆12Updated 7 months ago
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆35Updated 5 years ago
- Package to build risk model for factor pricing model☆28Updated 11 months ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- ☆22Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆34Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆41Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year