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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated 2 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆42Jun 26, 2020Updated 6 years ago
- An xVA quantitative library written in python using tensorflow☆19Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆88Mar 3, 2020Updated 6 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆84Updated this week
- 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 6 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Mar 23, 2019Updated 7 years ago
- The Monte Carlo valuation app is a Streamlit web application leveraging a probabilistic approach to company valuation.☆23Jan 12, 2025Updated last year
- DX Analytics | Financial and Derivatives Analytics with Python☆770Apr 5, 2025Updated last year
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Dec 8, 2022Updated 3 years ago
- Development space for PhD in Finance☆34Mar 28, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Mastering Python for Finance – Second Edition, published by Packt☆508Jan 18, 2023Updated 3 years ago
- ☆18May 7, 2020Updated 6 years ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆641Feb 22, 2021Updated 5 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆15Jan 17, 2020Updated 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
- Financial methods in Python☆46Jul 3, 2014Updated 12 years ago
- Different quantitative trading models research☆54Dec 17, 2024Updated last year
- Q wrapper for the Interactive Brokers API☆17Jan 14, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- An event-based backtester written in Python for algorithmic trading.☆43Sep 27, 2017Updated 8 years ago
- Implementation of 5-factor Fama French Model☆148Feb 25, 2021Updated 5 years ago
- Advances in Financial Machine Learning☆804Jan 11, 2023Updated 3 years ago
- ☆24Feb 17, 2024Updated 2 years ago
- ☆11May 3, 2019Updated 7 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆279Mar 18, 2020Updated 6 years ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆29Oct 5, 2022Updated 3 years ago
- An open source library for portfolio optimisation☆372Feb 27, 2024Updated 2 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Oct 9, 2021Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- The Thalesians' Time Series Analysis (TSA) library☆128Aug 7, 2020Updated 5 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆29Jan 22, 2021Updated 5 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆180Feb 28, 2026Updated 4 months ago
- Programming in Python and Fundamentals of Software Development - Summer 2017☆15Jun 16, 2019Updated 7 years ago
- Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage…☆1,274Jan 20, 2023Updated 3 years ago
- Volatility trading☆21Apr 18, 2026Updated 3 months ago
- Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rate…☆22Sep 3, 2024Updated last year