quantgirluk / Quant-Girl-Blog
πΎ This repository contains files related to my personal website. Charts, Jupyter notebooks, random notes, etc.
β16Updated 5 months ago
Alternatives and similar repositories for Quant-Girl-Blog:
Users that are interested in Quant-Girl-Blog are comparing it to the libraries listed below
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.β16Updated 10 months ago
- Value and Momentum Using Machine Learningβ11Updated 4 years ago
- β12Updated last year
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.β10Updated 3 years ago
- Development space for PhD in Financeβ33Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modelingβ18Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooksβ38Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inferenceβ25Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.β12Updated 8 years ago
- β13Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, sβ¦β62Updated 7 months ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).β16Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blogβ28Updated 4 months ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elastβ¦β13Updated last year
- This repo is for my articles published on Medium.comβ16Updated 2 years ago
- π Introduction to Monte Carlo methods in Finance Workshop Materialsβ17Updated 2 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiaoβ21Updated 2 years ago
- β26Updated 7 months ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peojectβ13Updated 6 years ago
- Algorithmic multi-greek hedges using Pythonβ18Updated 4 years ago
- Portfolio optimization with cvxoptβ37Updated 2 months ago
- β16Updated last month
- Financial Strategy Resourcesβ15Updated 2 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 β¦β8Updated 3 years ago
- experiments with crypto tradingβ15Updated 8 months ago
- Tools for investing in Pythonβ43Updated 3 years ago
- Underlying package for the 10-line ctaβ11Updated this week
- β10Updated 5 years ago
- Statistical tests for Value at Risk (VaR) Models.β14Updated last year
- By means of stochastic volatility modelsβ43Updated 5 years ago