mcakes / assignment_0219Links
Trading intern test
☆34Updated 6 years ago
Alternatives and similar repositories for assignment_0219
Users that are interested in assignment_0219 are comparing it to the libraries listed below
Sorting:
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆356Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆203Updated last week
- Implementation of the vanilla Deep Hedging engine☆315Updated 2 weeks ago
- A collection of homeworks of market microstructure models.☆277Updated 7 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆245Updated last year
- A multi-factor equity risk model for quantitative trading.☆890Updated last year
- ☆152Updated 2 years ago
- Features and labels engineering of raw data of quotes of several stocks.☆32Updated 6 years ago
- Portfolio Construction and Risk Management book's Python code.☆173Updated this week
- HFT signals on GDAX☆115Updated 8 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆216Updated last year
- Study resources for quantitative finance☆247Updated 3 years ago
- ☆26Updated 4 months ago
- ☆120Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆196Updated last year
- Codes for the concepts related to quantitative finance☆59Updated 2 months ago
- Macrosynergy Quant Research☆166Updated last week
- ☆86Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆107Updated 3 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆285Updated last week
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆314Updated this week
- Goldman Sachs - Quantitative Strategies Research Notes☆387Updated 5 years ago
- A collection of scripts for modelling financial markets & options in R.☆62Updated last year
- Collection of resources used on QuantPy YouTube channel.☆272Updated last month
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆127Updated 3 months ago
- QuantMinds Rough Volatility Workshop lectures☆47Updated 2 months ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆629Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Portfolio Management Workshop by Dan the Quant☆113Updated last month