pradeephyd / shashankvemuri-FinanceLinks
☆18Updated 4 years ago
Alternatives and similar repositories for shashankvemuri-Finance
Users that are interested in shashankvemuri-Finance are comparing it to the libraries listed below
Sorting:
- Algorithmic Short-Selling with Python☆113Updated 3 years ago
- ☆141Updated 4 years ago
- ☆89Updated 3 years ago
- ☆88Updated 3 weeks ago
- ☆82Updated 11 months ago
- The Official Repository of Mastering Financial Pattern Recognition☆154Updated 2 years ago
- ☆72Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆133Updated last year
- ☆170Updated last year
- Algo Trading Research & Documentation☆21Updated 3 months ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆167Updated last year
- Official Repository☆129Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- ☆65Updated 2 years ago
- ☆43Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆36Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆190Updated last year
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆87Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- ☆76Updated last year