lingyixu / Quant-Finance-With-Python-Code
Repo for code examples in Quantitative Finance with Python by Chris Kelliher
☆113Updated last year
Alternatives and similar repositories for Quant-Finance-With-Python-Code:
Users that are interested in Quant-Finance-With-Python-Code are comparing it to the libraries listed below
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated 2 months ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆180Updated 4 months ago
- ☆81Updated 4 months ago
- Macrosynergy Quant Research☆118Updated this week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆291Updated last week
- Portfolio Construction and Risk Management book's Python code.☆86Updated last month
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆73Updated 3 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆254Updated last week
- CS7641 Team project☆93Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Quant Research☆71Updated 2 weeks ago
- ☆210Updated 7 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆63Updated 2 months ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆97Updated 3 weeks ago
- ☆19Updated last year
- Collection of resources used on QuantPy YouTube channel.☆200Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆85Updated 6 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆156Updated 4 years ago
- volatility arbitrage in Heston model☆44Updated 2 months ago
- ☆45Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆202Updated last month
- Code repository for Pricing and Trading Interest Rate Derivatives☆70Updated 2 years ago
- We implement the paper: Deep Learning Volatility☆185Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆117Updated last year
- Python library for asset pricing☆113Updated last year
- experiments with pair trading☆282Updated 3 months ago
- Implementation of 5-factor Fama French Model☆119Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆156Updated 6 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago