nburgessx / QuantResearchLinks
Quant Research
☆100Updated this week
Alternatives and similar repositories for QuantResearch
Users that are interested in QuantResearch are comparing it to the libraries listed below
Sorting:
- ☆47Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆245Updated 11 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆127Updated 3 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last week
- Algo Trading Research & Documentation☆30Updated 6 months ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆206Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆281Updated this week
- Macrosynergy Quant Research☆166Updated this week
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆164Updated 2 weeks ago
- Portfolio Construction and Risk Management book's Python code.☆172Updated last week
- ☆253Updated last year
- Quantamental finance research with python☆154Updated 3 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆203Updated this week
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆106Updated 3 years ago
- ☆86Updated last year
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆112Updated 2 months ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Python library for asset pricing☆127Updated last year
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆123Updated 2 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆106Updated 10 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆16Updated 6 years ago
- A Python implementation of the rough Bergomi model.☆138Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆173Updated 7 years ago
- Python Code for Quantitative Finance Papers☆45Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated 4 months ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆119Updated 6 years ago