lermana / python_fundamentals
Materials for a series of Python seminars given at Fordham University.
☆15Updated 3 years ago
Alternatives and similar repositories for python_fundamentals:
Users that are interested in python_fundamentals are comparing it to the libraries listed below
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- ☆16Updated 8 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆30Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆83Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆16Updated last year
- Analytical solution and calibration☆14Updated 13 years ago
- ☆48Updated 7 years ago
- CQF☆19Updated 2 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- Barra-Multiple-factor-risk-model☆132Updated 7 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆57Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆121Updated 5 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆48Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- ☆13Updated 6 years ago
- The CQF program☆82Updated 8 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆127Updated 6 years ago
- Notes and code fragments of CQF lectures.☆14Updated 2 years ago
- ☆19Updated last year
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago
- Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限☆38Updated last year
- ☆12Updated 2 years ago
- 多因子模型相关☆22Updated 3 years ago
- Barra Multifactor Model☆137Updated 4 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆40Updated 4 years ago
- hanman solver program for job interview☆41Updated 12 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Updated 5 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆34Updated 6 years ago
- Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)☆67Updated 8 months ago