lmsanch / pyABSLinks
Useful functions to analyze Asset Backed Securities deals
☆13Updated 4 years ago
Alternatives and similar repositories for pyABS
Users that are interested in pyABS are comparing it to the libraries listed below
Sorting:
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆24Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆23Updated 7 years ago
- ☆25Updated 7 years ago
- generic project files☆39Updated 9 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- ☆25Updated 8 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 3 years ago
- Code for various data snooping tests on financial time series.☆22Updated 10 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆41Updated 8 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆39Updated 6 months ago
- ☆41Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆27Updated 9 years ago
- Contains the code for my financial machine learning articles☆50Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆44Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago