Alternatives and similar repositories for Quant-Girl-Blog:

Users that are interested in Quant-Girl-Blog are comparing it to the libraries listed below

• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 10 months ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• lucaskienast / NLP-on-10Ks-from-EDGAR-DB
  This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.
  ☆10Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆18Updated 5 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• mfrdixon / GP-CVA
  ☆13Updated 5 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated 7 months ago
• yhilpisch / mlfin
  Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).
  ☆16Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 4 months ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆13Updated last year
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• quantgirluk / ICMM
  📝 Introduction to Monte Carlo methods in Finance Workshop Materials
  ☆17Updated 2 years ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 2 years ago
• financialnoob / misc
  ☆26Updated 7 months ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆18Updated 4 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 2 months ago
• RiskLabAI / Notebooks.py
  ☆16Updated last month
• nburgessx / OxfordMBA
  Financial Strategy Resources
  ☆15Updated 2 years ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆8Updated 3 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆15Updated 8 months ago
• Hvass-Labs / InvestOps
  Tools for investing in Python
  ☆43Updated 3 years ago
• tschm / TinyCTA
  Underlying package for the 10-line cta
  ☆11Updated this week
• shehio / Computational-Finance
  ☆10Updated 5 years ago
• rafa-rod / vartests
  Statistical tests for Value at Risk (VaR) Models.
  ☆14Updated last year
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 5 years ago