milesmitchell / imc_prosperity_3Links
Team "Imperial Isle" Final Round Code for IMC Prosperity 3 Global Trading Challenge
☆19Updated last month
Alternatives and similar repositories for imc_prosperity_3
Users that are interested in imc_prosperity_3 are comparing it to the libraries listed below
Sorting:
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆74Updated 2 months ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- ☆81Updated 6 months ago
- ☆45Updated last year
- CS7641 Team project☆95Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆65Updated 10 months ago
- Quant Research☆78Updated 2 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆70Updated 4 months ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- ☆72Updated 3 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- Python Code for Quantitative Finance Papers☆39Updated 8 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- volatility arbitrage in Heston model☆50Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆160Updated last week
- Web Repository☆9Updated 3 years ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- ☆75Updated 2 months ago
- Code for the paper Volatility is (mostly) path-dependent☆61Updated last year
- ☆41Updated 2 years ago
- Codes for the concepts related to quantitative finance☆51Updated this week
- ☆61Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆101Updated this week
- Python for Finance module for Imperial MSc in Mathematics and Finance☆97Updated 6 months ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Delta hedging under SABR model☆32Updated last year