nhaga / Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
☆13Updated 6 years ago
Alternatives and similar repositories for Awesome-Quant-Machine-Learning-Trading:
Users that are interested in Awesome-Quant-Machine-Learning-Trading are comparing it to the libraries listed below
- A curated list of practical financial machine learning (FinML) tools and applications in Python.☆19Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 5 years ago
- By means of stochastic volatility models☆42Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- ☆44Updated 7 months ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆62Updated 6 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Documentation for QuantLib-Python☆95Updated 5 months ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 5 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆93Updated 2 years ago
- Reimplementing QuantLib examples by Python☆58Updated 2 years ago
- Portfolio optimization with cvxopt☆37Updated this week
- ☆22Updated 7 years ago
- Risk tools for commodities trading and finance☆28Updated last month
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆29Updated 4 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆43Updated 7 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Implementation of a variety of Value-at-Risk backtests☆35Updated 5 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆15Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆22Updated 2 weeks ago
- Skillset Challenge for the Apprenticeship Program☆20Updated 3 years ago
- ☆21Updated 4 years ago
- ☆35Updated 2 years ago