numerai / quant-clubLinks
notebooks used in quant club episodes
☆18Updated 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:
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 3 weeks ago
- ☆18Updated last year
- ☆50Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆86Updated last year
- ☆141Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 3 weeks ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years 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…☆41Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆120Updated 2 months ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆65Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆34Updated 6 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆123Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆211Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- ☆50Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 9 months ago
- ☆25Updated last month
- Deep Reinforcement Learning for Portfolio Optimization☆129Updated 5 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Updated 5 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆61Updated last month
- World beating online covariance and portfolio construction.☆312Updated 2 months ago
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆102Updated last year
- Python library for asset pricing☆126Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated last year
- Basic Limit Order Book functions☆23Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Financial AI with Python☆99Updated last month
- Time Series Prediction of Volume in LOB☆59Updated last year