pbharrin / alpha-compiler
☆44Updated 9 months ago
Alternatives and similar repositories for alpha-compiler:
Users that are interested in alpha-compiler are comparing it to the libraries listed below
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 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☆117Updated 2 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆127Updated 4 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated last year
- By means of stochastic volatility models☆43Updated 4 years ago
- A python program to implement the discrete binomial option pricing model☆83Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆144Updated 3 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- ☆53Updated 7 months ago
- ☆35Updated 3 years ago
- ☆54Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆94Updated 2 years ago
- Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.☆96Updated 11 months ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 6 years ago
- Compute VIX and related volatility indices☆104Updated 3 months ago
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 3 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆124Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- ☆28Updated 7 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆38Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year