lingyixu / Quant-Finance-With-Python-CodeLinks
Repo for code examples in Quantitative Finance with Python by Chris Kelliher
☆138Updated 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 Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆196Updated 8 months ago
- Quant Research☆84Updated this week
- Macrosynergy Quant Research☆149Updated this week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 11 months ago
- ☆81Updated 8 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 6 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆263Updated 3 weeks ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆169Updated this week
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- ☆46Updated last year
- volatility arbitrage in Heston model☆53Updated 4 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆32Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated last month
- Collection of resources used on QuantPy YouTube channel.☆237Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆96Updated 2 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- ☆140Updated last year
- ☆213Updated 7 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆165Updated 8 months ago
- HFT signals on GDAX☆105Updated 7 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- ☆154Updated last year
- We implement the paper: Deep Learning Volatility☆192Updated 5 years ago
- Python library for asset pricing☆116Updated last year
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆55Updated 2 months ago