This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
☆134Feb 22, 2021Updated 5 years ago
Alternatives and similar repositories for QuantAndFinancial
Users that are interested in QuantAndFinancial are comparing it to the libraries listed below
Sorting:
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- Implementation of the famous Black-Litterman model in Jupyter notebook☆42Jun 26, 2020Updated 5 years ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 5 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- DX Analytics | Financial and Derivatives Analytics with Python☆762Apr 5, 2025Updated 10 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Feb 20, 2026Updated last week
- ☆11May 3, 2019Updated 6 years ago
- ☆18May 7, 2020Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Mar 23, 2019Updated 6 years ago
- Development space for PhD in Finance☆34Mar 28, 2020Updated 5 years ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆28Oct 5, 2022Updated 3 years ago
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 2 years ago
- Codes given in "Derivative Analytics with Python - Yves Hilpisch" Book☆18May 18, 2017Updated 8 years ago
- ☆17Dec 8, 2025Updated 2 months ago
- ☆20Dec 26, 2016Updated 9 years ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆632Feb 22, 2021Updated 5 years ago
- Implementation of 5-factor Fama French Model☆140Feb 25, 2021Updated 5 years ago
- Advances in Financial Machine Learning☆799Jan 11, 2023Updated 3 years ago
- AI based alpha research for trading☆51Jun 22, 2022Updated 3 years ago
- Simple portfolio analysis and management.☆31Nov 18, 2021Updated 4 years ago
- An open source library for portfolio optimisation☆368Feb 27, 2024Updated 2 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- The Thalesians' Time Series Analysis (TSA) library☆134Aug 7, 2020Updated 5 years ago
- A spreadsheet engine implemented in Python.☆19Aug 24, 2024Updated last year
- Different quantitative trading models research☆55Dec 17, 2024Updated last year
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆147Oct 5, 2022Updated 3 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Jan 25, 2015Updated 11 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆238Sep 2, 2022Updated 3 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆276Mar 18, 2020Updated 5 years ago
- An automated system to store and maintain financial data.☆69Apr 16, 2019Updated 6 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Jan 15, 2024Updated 2 years ago
- Volatility trading☆22Oct 2, 2024Updated last year
- The Monte Carlo valuation app is a Streamlit web application leveraging a probabilistic approach to company valuation.☆23Jan 12, 2025Updated last year
- Research in investment finance with Python Notebooks☆1,097Dec 15, 2025Updated 2 months ago