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…
☆31Updated 7 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:
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 8 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- ☆54Updated 7 years ago
- ☆11Updated 10 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Updated 3 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated last year
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆92Updated 2 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- finance☆43Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆37Updated 4 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆132Updated 2 weeks ago
- algorithmic trading agent built in python - leverages TD Ameritrade's public APIs for executing and tracking orders (equities and option …☆21Updated 7 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆69Updated 3 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 5 years ago
- Volatility trading☆22Updated last year
- A stock market back-tester for algorithmic trading built in Python.☆17Updated 7 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆41Updated 5 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- A library for portfolio optimization algorithms with python interface.☆31Updated 4 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆64Updated 6 years ago
- ☆36Updated 8 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Updated 4 years ago
- tools for finding/selecting options using the e*trade developer API☆44Updated 2 years ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago