nathanramoscfa / pyfinlab
Financial applications focusing on portfolio management for Python
☆16Updated 2 years ago
Alternatives and similar repositories for pyfinlab:
Users that are interested in pyfinlab are comparing it to the libraries listed below
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- By means of stochastic volatility models☆43Updated 5 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆24Updated 6 years ago
- ☆22Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆30Updated last year
- ☆36Updated 2 years ago
- ☆39Updated 3 years ago
- Collections of snippets for trading I find interesting☆26Updated 2 months ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Basic Limit Order Book functions☆21Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- ☆35Updated 7 years ago
- Financial Strategy Resources☆15Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆40Updated 2 weeks ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆8Updated 3 years ago
- ☆18Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago