nburgessx / AlgoTradingLinks
Algo Trading Research & Documentation
☆19Updated last year
Alternatives and similar repositories for AlgoTrading
Users that are interested in AlgoTrading are comparing it to the libraries listed below
Sorting:
- Quant Research☆78Updated 2 months ago
- ☆45Updated last year
- Web Repository☆9Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆160Updated last week
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆232Updated 3 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆80Updated 9 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated last month
- Portfolio Construction and Risk Management book's Python code.☆98Updated this week
- Macrosynergy Quant Research☆137Updated this week
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆30Updated last year
- ☆81Updated 6 months ago
- Python library for asset pricing☆115Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆115Updated 4 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- ☆138Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆39Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆85Updated 2 years ago
- ☆258Updated last year
- ☆221Updated last year
- Codes for the concepts related to quantitative finance☆51Updated last week
- ☆75Updated 2 months ago
- Quantamental finance research with python☆148Updated 2 years ago
- ☆139Updated last year
- ☆41Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆115Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆129Updated last year
- HFT signals on GDAX☆97Updated 7 years ago