omartinsky / QuantAndFinancialLinks
This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
☆131Updated 4 years ago
Alternatives and similar repositories for QuantAndFinancial
Users that are interested in QuantAndFinancial are comparing it to the libraries listed below
Sorting:
- Listed Volatility and Variance Derivatives (Wiley Finance)☆150Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆162Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- ☆194Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- A python program to implement the discrete binomial option pricing model☆83Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆42Updated 7 years ago
- ☆38Updated 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
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆109Updated 5 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆264Updated 6 years ago
- Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…☆49Updated 4 years ago
- ☆115Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- ☆214Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- Repository of Python for Finance Cookbook, published by Packt☆86Updated 4 years ago
- ☆44Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆216Updated 5 years ago