Alternatives and similar repositories for imc_prosperity_3

Users that are interested in imc_prosperity_3 are comparing it to the libraries listed below

• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• chenenen13 / Trading-Strategies
  ☆85Updated last year
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆159Updated 2 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆67Updated 8 months ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆88Updated 3 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆98Updated last month
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• SpencerPao / Quantitative_Strategies
  This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
  ☆191Updated 2 years ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆30Updated 5 months ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆58Updated 3 weeks ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 4 years ago
• Quantreo / Alpha-Quant-Course
  ☆93Updated 2 months ago
• streater512 / MLforFinance
  ☆44Updated 3 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆82Updated last year
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆121Updated 11 months ago
• AnnaSkarpalezou / Portfolio-Optimization-using-Machine-Learning
  This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
  ☆77Updated 5 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆50Updated 3 years ago
• fbourgey / RoughVolatilityWorkshop
  QuantMinds Rough Volatility Workshop lectures
  ☆47Updated last month
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 4 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆271Updated last week
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆45Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆197Updated this week
• EvanDietrich / Quant-Finance-Projects
  Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…
  ☆86Updated 5 years ago
• Apress / Quantitative-Trading-Strategies-Using-Python
  Original source code for Quantitative Trading Strategies Using Python
  ☆80Updated last year
• dan-the-quant / DTQ-Portfolio_Management_Course
  Portfolio Management Workshop by Dan the Quant
  ☆109Updated 2 weeks ago
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆171Updated 6 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆158Updated 4 years ago