olekssy / quant-financeLinks
Open souce quantitative finance models and algorithms with tutorials
☆40Updated 4 years ago
Alternatives and similar repositories for quant-finance
Users that are interested in quant-finance are comparing it to the libraries listed below
Sorting:
- ☆15Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆159Updated last year
- CS7641 Team project☆97Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆82Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Quantamental finance research with python☆151Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- Research Repo (Archive)☆75Updated 4 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆112Updated 6 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…☆40Updated last year
- ☆42Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- 🧮 A deeper look into the Kelly Criterion☆41Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆57Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Notebooks based on financial machine learning.☆52Updated 5 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆127Updated last year
- Python implementation of a sample covariance matrix shrinkage experiment☆32Updated 11 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- ☆74Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated this week