lakshmiDRIP / DROP-Fixed-IncomeLinks
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 Optio…
☆29Updated 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:
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- ☆54Updated 6 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆17Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- A library for SEC data extraction, equity valuation, discovery of mispriced stocks☆30Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆35Updated 7 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- ☆24Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆10Updated 10 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆14Updated 7 years ago
- ☆38Updated 3 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Volatility trading☆22Updated 8 months ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆124Updated this week
- Dispersion Trading using Options☆33Updated 8 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Design your own Trading Strategy☆38Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Stocks and options picking. Tries to contain predictive analytics, recommendations, and calculators.☆39Updated last year
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- Algorithmic trading and backtests using backtrader☆13Updated 2 years ago
- Python Code for Option Analysis☆44Updated 6 years ago