nburgessx / QuantResearchLinks
Quant Research
☆86Updated last week
Alternatives and similar repositories for QuantResearch
Users that are interested in QuantResearch are comparing it to the libraries listed below
Sorting:
- ☆46Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 7 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- Algo Trading Research & Documentation☆21Updated last month
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated 3 weeks ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆123Updated last month
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 2 months ago
- Macrosynergy Quant Research☆153Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆175Updated 2 weeks ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆146Updated last year
- ☆231Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆200Updated 9 months ago
- ☆81Updated 9 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆89Updated 6 months ago
- Code that I show on my YouTube Channel☆102Updated 2 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆34Updated last year
- Codes for the concepts related to quantitative finance☆56Updated last week
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Quantamental finance research with python☆151Updated 3 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆164Updated 6 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆41Updated last year
- Python Code for Quantitative Finance Papers☆40Updated 11 months ago
- ☆30Updated 2 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago