Alternatives and similar repositories for assignment_0219:

Users that are interested in assignment_0219 are comparing it to the libraries listed below

• 0xFaust12 / alt_data_factor_research
  ☆47Updated 5 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆154Updated this week
• hansbuehler / deephedging
  Implementation of the vanilla Deep Hedging engine
  ☆261Updated last year
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆107Updated 10 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆86Updated last month
• hudson-and-thames / backtest_tutorial
  ☆135Updated last year
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆225Updated 6 years ago
• 1leolem1 / Implied-PDF-from-crypto-option-prices
  ☆24Updated last month
• chenenen13 / Trading-Strategies
  ☆81Updated 4 months ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆52Updated 2 months ago
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆91Updated 7 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆255Updated 2 weeks ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆121Updated this week
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆96Updated 2 months ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆64Updated 3 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆179Updated last year
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆45Updated 2 months ago
• hudson-and-thames / SecondBrain
  ☆46Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆117Updated last year
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆201Updated last month
• yc-liu / readings
  ☆80Updated 6 years ago
• MiaDor12 / Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
  Features and labels engineering of raw data of quotes of several stocks.
  ☆29Updated 5 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆72Updated 2 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆63Updated last year
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆169Updated this week
• nburgessx / QuantResearch
  Quant Research
  ☆71Updated 2 weeks ago
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆201Updated last year
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆51Updated last week
• BBieganowski / pymicrostructure
  ☆46Updated 7 months ago
• sigurdroemer / rough_volatility
  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…
  ☆52Updated 2 years ago