☆18Mar 26, 2018Updated 8 years ago
Alternatives and similar repositories for FixedIncomeQuantTrading
Users that are interested in FixedIncomeQuantTrading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 7 years ago
- Standardised Bloomberg Fixed Income Processing☆21Apr 1, 2020Updated 6 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- Maskinlæringsprosjekter for produksjon av Næringenes Økonomiske Utvikling statistikker☆16Dec 24, 2024Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆85Aug 21, 2018Updated 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.
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- ☆14Mar 10, 2024Updated 2 years ago
- ☆13Jun 9, 2019Updated 7 years ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- the notebook component of a PySpark application to calculate value-at-risk for a portfolio of securities☆11Jan 14, 2017Updated 9 years ago
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆41Aug 9, 2021Updated 4 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Jan 26, 2019Updated 7 years ago
- Fixed income tools for R☆64May 10, 2025Updated last year
- 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.
- ☆16Aug 27, 2022Updated 3 years ago
- A Perfect Repository For Data Anaysis with Jupyter Notebook.☆13Sep 28, 2021Updated 4 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 6 years ago
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years ago
- Pricing derivatives using the explicit finite-difference method☆13Jul 15, 2016Updated 10 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- ☆21Jan 3, 2020Updated 6 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.
- ☆18May 7, 2020Updated 6 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Wrapper for programmatic access to Microsoft Outlook on Windows through RDCOMClient☆14Jun 14, 2018Updated 8 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Aug 19, 2018Updated 7 years ago
- MFM workshop project☆16Jan 25, 2021Updated 5 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47May 17, 2016Updated 10 years ago
- In-class exercises in R☆11Aug 22, 2016Updated 9 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13May 14, 2020Updated 6 years ago
- Risk & Valuation in Python☆17Dec 19, 2025Updated 7 months ago
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆19Mar 6, 2017Updated 9 years ago
- A shiny application to explore the basics of option evaluation☆15Sep 19, 2017Updated 8 years ago
- Financial Markets Microstructure course (UCPH, Masters in Econ)☆26Aug 25, 2025Updated 10 months ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year