omartinsky / QuantAndFinancial
This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
☆130Updated 4 years ago
Alternatives and similar repositories for QuantAndFinancial:
Users that are interested in QuantAndFinancial are comparing it to the libraries listed below
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆145Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆156Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆120Updated 2 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆39Updated 7 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆109Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 4 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- A python program to implement the discrete binomial option pricing model☆83Updated 3 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆165Updated 3 years ago
- Quantamental finance research with python☆146Updated 2 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆125Updated last year
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 4 years ago
- ☆193Updated 4 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…☆48Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆97Updated 2 years ago
- Bloomberg Open API with pandas☆101Updated 3 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Neural network local volatility with dupire formula☆76Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- three stochastic volatility model: Heston, SABR, SVI☆89Updated 6 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆79Updated 8 months ago
- ☆112Updated last year
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago