This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
☆54Oct 8, 2023Updated 2 years ago
Alternatives and similar repositories for CQF
Users that are interested in CQF are comparing it to the libraries listed below
Sorting:
- ☆16Aug 27, 2022Updated 3 years ago
- CQF☆32Jun 20, 2022Updated 3 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆31Apr 10, 2023Updated 2 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Oct 6, 2020Updated 5 years ago
- The CQF program☆106Nov 7, 2016Updated 9 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆39Mar 26, 2018Updated 7 years ago
- The CQF resources and my learning records☆220Feb 22, 2024Updated 2 years ago
- Notes and code fragments of CQF lectures.☆19Oct 31, 2022Updated 3 years ago
- Every exam and final project of June 2021 Cohort - CQF program.☆19Feb 24, 2022Updated 4 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Oct 18, 2019Updated 6 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆20May 4, 2021Updated 4 years ago
- The CQF program☆213Jun 20, 2018Updated 7 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- ☆11Jul 5, 2021Updated 4 years ago
- CFA Learning Notes☆14Apr 12, 2024Updated last year
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆12Apr 14, 2022Updated 3 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Jan 8, 2026Updated last month
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆13Dec 4, 2020Updated 5 years ago
- Option Greeks: Calculation and Visualization☆18Jun 12, 2023Updated 2 years ago
- Study notebooks made for learning machine learning for the Hawk team☆11Oct 10, 2018Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Dec 31, 2018Updated 7 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- ☆16May 28, 2022Updated 3 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆70Jan 14, 2024Updated 2 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- Fixed-Income-Quant-Trading Projects☆15Jul 21, 2018Updated 7 years ago
- ☆15Apr 6, 2022Updated 3 years ago
- Design your own Trading Strategy☆38Feb 25, 2024Updated 2 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Dec 27, 2017Updated 8 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Jun 10, 2023Updated 2 years ago
- Spitzers Architecture School Urban Lab for Unit 26. This repository explores designing and codifying urban systems from the bottom up in …☆14Mar 29, 2022Updated 3 years ago
- ☆17Mar 26, 2018Updated 7 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year