nhaga / financial-machine-learningLinks
A curated list of practical financial machine learning (FinML) tools and applications in Python.
☆21Updated 5 years ago
Alternatives and similar repositories for financial-machine-learning
Users that are interested in financial-machine-learning are comparing it to the libraries listed below
Sorting:
- Quant Research☆84Updated last week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 11 months ago
- Website dedicated to a book on machine learning for factor investing☆228Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆170Updated this week
- Documentation for QuantLib-Python☆112Updated last month
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆44Updated 3 years ago
- Reimplementing QuantLib examples by Python☆65Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆97Updated 2 years ago
- ☆46Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated last month
- Macrosynergy Quant Research☆149Updated this week
- Python Financial ENGineering (PyFENG package in PyPI.org)☆165Updated 8 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 6 months ago
- ☆29Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆196Updated 8 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆33Updated last year
- Code that I show on my YouTube Channel☆101Updated 2 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆94Updated 11 months ago
- Pythonic interface for Bloomberg Open API☆132Updated 5 months ago
- ☆79Updated 6 months ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆22Updated last month
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Python Code for Quantitative Finance Papers☆39Updated 10 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆139Updated last year
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated 2 years ago
- volatility arbitrage in Heston model☆55Updated 4 months ago