quantgirluk / aleatoryLinks
π¦ Python library for Stochastic Processes Simulation and Visualisation
β317Updated 2 months ago
Alternatives and similar repositories for aleatory
Users that are interested in aleatory are comparing it to the libraries listed below
Sorting:
- World beating online covariance and portfolio construction.β300Updated last week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.β260Updated last week
- π A collection of notes exploring Quantitative Finance concepts with Pythonβ77Updated 4 months ago
- Python library for asset pricingβ115Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β117Updated last week
- Feature Engineering and Feature Importance in Machine Learning for Financial Marketsβ186Updated last year
- Portfolio Construction and Risk Management book's Python code.β107Updated last week
- SABR model Python implementationβ520Updated 3 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) β¦β251Updated this week
- Macrosynergy Quant Researchβ143Updated this week
- Low Latency Interest Rate Markets β Theory, Pricing and Practiceβ233Updated 4 months ago
- β138Updated last year
- Notebooks that replicate original quantitative finance papers from Emanuel Dermanβ499Updated 7 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heβ¦β166Updated last month
- A Python library for mathematical financeβ482Updated last year
- Examples using pysystemtrade for my blog qoppac.blogspot.comβ243Updated 7 years ago
- β258Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.comβ430Updated 4 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Staβ¦β192Updated 7 months ago
- Quant Researchβ81Updated 3 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.β120Updated last year
- Collection of resources used on QuantPy YouTube channel.β229Updated last year
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on β¦β207Updated 11 months ago
- Implementation of the vanilla Deep Hedging engineβ281Updated 2 years ago
- A Python implementation of the rough Bergomi model.β121Updated 6 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.β290Updated 6 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financialβ¦β319Updated last year
- Signal processing examples in pythonβ147Updated 5 years ago
- β45Updated last year
- β223Updated last year