mrefermat / quant_financeLinks
Repository for teachings on Quant Finance
☆49Updated 6 years ago
Alternatives and similar repositories for quant_finance
Users that are interested in quant_finance are comparing it to the libraries listed below
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆154Updated 3 years ago
- ☆73Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆167Updated 6 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- ☆41Updated 4 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- ☆38Updated 3 years ago
- Quantitative finance research notebooks☆21Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- ☆86Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆47Updated 7 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago