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.
☆33Updated 2 years ago
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…☆85Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- CS7641 Team project☆96Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆67Updated 5 years ago
- ☆31Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Delta hedging under SABR model☆35Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆70Updated 4 years 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
- ☆81Updated 9 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 4 years ago
- ☆65Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Design your own Trading Strategy☆39Updated last year
- ☆75Updated last year
- ☆87Updated 5 months ago
- ☆44Updated 2 years ago
- ☆80Updated 3 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆27Updated 2 years ago
- Dynamic portfolio optimization☆28Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆20Updated 3 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆71Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 6 years ago
- ML Application of Algorithmic Trading☆23Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago