juanhenao21 / financial_response_spread_yearView external linksLinks
Price response function and spread impact analysis in correlated financial markets
☆15Jan 13, 2025Updated last year
Alternatives and similar repositories for financial_response_spread_year
Users that are interested in financial_response_spread_year are comparing it to the libraries listed below
Sorting:
- Financial Market Building Blocks☆12Feb 1, 2022Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker."☆17Aug 27, 2023Updated 2 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆22Jun 24, 2022Updated 3 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Jan 26, 2021Updated 5 years ago
- R code for quantitative analysis in finance☆34Feb 19, 2014Updated 11 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆37May 13, 2024Updated last year
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Dec 17, 2020Updated 5 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated last year
- !!!!(DEMO)!!!! !!! CHECK OUT THE NEW VERSİON !!! Counting Close People with Yolov7☆13Sep 14, 2022Updated 3 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆41Aug 5, 2020Updated 5 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- A python class to extract current and historical data from famous Yahoo Finance API☆12Feb 28, 2019Updated 6 years ago
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆14Mar 19, 2023Updated 2 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- Quick exercise for utilizing Async functions and fireBase to build scalable R Shiny Apps.☆10Dec 25, 2020Updated 5 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- 📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.☆41Nov 10, 2020Updated 5 years ago
- A dash component for perspective.☆12Jun 1, 2022Updated 3 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated last year
- A Python package for PME (Public Market Equivalent) calculation☆13Jan 16, 2026Updated 3 weeks ago
- Experimental Annotation Processor based Flyweight Generator☆12Mar 8, 2023Updated 2 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆11Jan 27, 2018Updated 8 years ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- A package for performing time series classification in Weka.☆10Aug 16, 2023Updated 2 years ago
- A napari Plugin for visualisaton of pixel values over time (t+ nD) as graphs.☆12Apr 24, 2024Updated last year
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- Boilerplate code to get OI data from NSE site☆12Feb 14, 2023Updated 3 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- pycaret-demo-aieng☆10Feb 11, 2021Updated 5 years ago
- T-SNE streamlit dimensionality reduction/data visualization tutorial☆12Jun 12, 2024Updated last year
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Dec 17, 2025Updated last month
- A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future pr…☆12Sep 1, 2021Updated 4 years ago
- A data analysis GUI for R☆11May 5, 2025Updated 9 months ago