nburgessx / QuantResearch
Quant Research
☆68Updated last week
Alternatives and similar repositories for QuantResearch:
Users that are interested in QuantResearch are comparing it to the libraries listed below
- ☆45Updated last year
- Algo Trading Research & Documentation☆16Updated 8 months ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆107Updated 2 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆95Updated 3 weeks ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆152Updated last month
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 5 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆24Updated 11 months ago
- Portfolio Construction and Risk Management book's Python code.☆71Updated last week
- Code repository for Pricing and Trading Interest Rate Derivatives☆68Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆202Updated last week
- Predictive yield curve modeling in reduced dimensionality☆43Updated last year
- Macrosynergy Quant Research☆115Updated this week
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Neural network local volatility with dupire formula☆75Updated 3 years ago
- Python Code for Quantitative Finance Papers☆39Updated 4 months ago
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆66Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆45Updated 5 years ago
- Code for the paper Volatility is (mostly) path-dependent☆59Updated 10 months ago
- Advanced Risk and Portfolio Management Resources☆26Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆57Updated last month
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆53Updated this week
- ☆81Updated 2 months ago
- Python library for asset pricing☆111Updated 11 months ago
- volatility arbitrage in Heston model☆41Updated last month
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆106Updated 5 years ago