lingyixu / Quant-Finance-With-Python-CodeLinks
Repo for code examples in Quantitative Finance with Python by Chris Kelliher
☆146Updated 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
Sorting:
- Quant Research☆86Updated last week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 7 months ago
- ☆81Updated 9 months ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆200Updated 9 months ago
- Macrosynergy Quant Research☆153Updated this week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated 3 weeks ago
- Collection of resources used on QuantPy YouTube channel.☆249Updated last year
- ☆231Updated last year
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆164Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆175Updated 2 weeks ago
- ☆46Updated last year
- Implementation of 5-factor Fama French Model☆131Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆84Updated 3 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago
- ☆143Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆34Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated last week
- Python library for asset pricing☆118Updated last year
- Portfolio Construction and Risk Management book's Python code.☆123Updated last month
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated last year
- Here you will find materials for the course of Computational Finance☆449Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 2 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆483Updated last year
- volatility arbitrage in Heston model☆56Updated 5 months ago
- Website dedicated to a book on machine learning for factor investing☆232Updated 2 years ago
- The CQF resources and my learning records☆178Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆214Updated 4 years ago