numerai / quant-clubLinks
notebooks used in quant club episodes
☆16Updated 2 years ago
Alternatives and similar repositories for quant-club
Users that are interested in quant-club are comparing it to the libraries listed below
Sorting:
- ☆15Updated 8 months ago
- ☆50Updated last year
- ☆11Updated last month
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆76Updated last year
- Numerai Signal Miner☆29Updated 3 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Materials from CoE sponsored meetups☆40Updated 2 weeks ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 7 months ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆39Updated last year
- ☆41Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Implements Path Shadowing Monte Carlo (PSMC).☆72Updated 5 months ago
- Solid Numerai pipelines☆116Updated 4 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- A curated list of awesome numerai libraries, tutorials and other resources.☆26Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Research Repo (Archive)☆73Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆74Updated 2 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆56Updated 2 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆114Updated 3 months ago
- ☆139Updated last year
- Financial AI with Python☆76Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆160Updated last week
- ☆19Updated last year
- Python library for asset pricing☆115Updated last year
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆23Updated last year
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆31Updated 4 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆15Updated last year