lakshmiDRIP / DROP-Fixed-Income
DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Optioβ¦
β29Updated 6 years ago
Alternatives and similar repositories for DROP-Fixed-Income
Users that are interested in DROP-Fixed-Income are comparing it to the libraries listed below
Sorting:
- πΈ A long-short equity quantitative trading strategy (sentiment-based)β38Updated 7 years ago
- β35Updated 7 years ago
- Algorithmic multi-greek hedges using Pythonβ20Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securitiesβ42Updated 6 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframesβ34Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricingβ44Updated 7 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usageβ¦β52Updated 4 years ago
- Python Code for Option Analysisβ44Updated 6 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on oβ¦β57Updated 2 years ago
- β54Updated 6 years ago
- β20Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualizationβ59Updated 5 years ago
- β24Updated 6 years ago
- Design your own Trading Strategyβ37Updated last year
- Library for simulation and analysis of vanilla and exotic optionsβ33Updated 4 years ago
- A Python toolkit for high-frequency trade research.β40Updated 6 years ago
- Financial applications focusing on portfolio management for Pythonβ16Updated 2 years ago
- By means of stochastic volatility modelsβ44Updated 5 years ago
- β’ Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spotβ¦β46Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for β¦β36Updated last year
- Development space for PhD in Financeβ33Updated 5 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analyticsβ124Updated this week
- Factor Investing Libraryβ27Updated 2 years ago
- Example of order book modeling.β56Updated 5 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python APIβ22Updated 4 years ago
- A library for portfolio optimization algorithms with python interface.β30Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measuresβ42Updated 5 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /β¦β14Updated 2 years ago
- Repository containing code for article: Quantconnect β A Complete Guide on https://algotrading101.com/β16Updated 4 years ago
- Ξ± collection of resources for people interested in quant financeβ53Updated 6 years ago