olekssy / quant-finance
Open souce quantitative finance models and algorithms with tutorials
☆24Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for quant-finance
- By means of stochastic volatility models☆41Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- ☆17Updated 3 years ago
- everything quantitative finance related☆19Updated 4 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 6 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆17Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Predicting index movements with Google Trends search volume alternative data☆16Updated 3 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 3 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆13Updated 6 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- ☆57Updated last year
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆11Updated 3 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆37Updated last year
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆68Updated 4 years ago
- Basic Limit Order Book functions☆20Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last month
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Portfolio optimization with cvxopt☆15Updated last year
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆102Updated 5 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆32Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆35Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- A framework for historical volatility estimation and analysis.☆34Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 4 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆31Updated 10 years ago
- Machine Learning for Quantitative Finance☆22Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year