malyginvladimir / CQF
This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
☆49Updated last year
Alternatives and similar repositories for CQF:
Users that are interested in CQF are comparing it to the libraries listed below
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆29Updated 4 years ago
- ☆14Updated 2 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆18Updated 2 years ago
- CQF☆24Updated 2 years ago
- The CQF program☆90Updated 8 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Notes and code fragments of CQF lectures.☆16Updated 2 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
- ☆50Updated 7 years ago
- ☆45Updated last year
- SVI volatility surface model and an example of China 50ETF option☆67Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- The CQF resources and my learning records☆150Updated last year
- Surface SVI parameterisation and corresponding local volatility☆46Updated 4 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆49Updated 6 years ago
- Python Code for Quantitative Finance Papers☆39Updated 7 months ago
- This repository hosts my reading notes for academic papers.☆83Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆97Updated 2 years ago
- Use the Finite Difference method to price European, American and Bermudan options.☆21Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆25Updated last year
- ☆17Updated 7 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆80Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆21Updated 7 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆89Updated 6 years ago