pouyaardehkhani / FinancialAnalysisLinks
This notebook provides some skills to perform financial analysis on economical data.
☆24Updated 3 years ago
Alternatives and similar repositories for FinancialAnalysis
Users that are interested in FinancialAnalysis are comparing it to the libraries listed below
Sorting:
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆67Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 4 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 4 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆13Updated last year
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- ☆19Updated 8 years ago
- Using Python and Tushare financial database☆28Updated last year
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆35Updated 2 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…☆13Updated 3 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 7 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- Implementation of a variety of Value-at-Risk backtests☆41Updated 6 years ago
- Portfolio optimization with cvxopt☆41Updated 7 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆48Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Stock Market Price Prediction: Used machine learning algorithms such as Linear Regression, Logistics Regression, Naive Bayes, K Nearest N…☆25Updated 5 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆11Updated 7 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆24Updated 3 years ago