keyvantaj / Quantitative
Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model
☆38Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Quantitative
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆26Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- ☆31Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 6 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- AI based alpha research for trading☆46Updated 2 years ago
- ☆37Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- detecting regime of financial market☆31Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆52Updated 3 months ago
- ☆22Updated last year
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 2 years ago
- Research Repo (Archive)☆69Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- Implementation of a variety of Value-at-Risk backtests☆35Updated 5 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆60Updated 6 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆22Updated 9 months ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆41Updated 5 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆22Updated last week
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆28Updated 4 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆19Updated 4 years ago
- Portfolio optimization using Genetic algorithm.☆54Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 2 years ago
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 6 years ago