quantmind / quantflowLinks
Quantitative finance and derivative pricing
☆21Updated last month
Alternatives and similar repositories for quantflow
Users that are interested in quantflow are comparing it to the libraries listed below
Sorting:
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆57Updated 3 weeks ago
- ☆21Updated 3 weeks ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Risk tools for commodities trading and finance☆35Updated 3 months ago
- ☆27Updated 3 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Hawkes with Latency☆20Updated 4 years ago
- my talk for credit suisse☆39Updated this week
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 3 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Updated 2 years ago
- ☆44Updated 2 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- Web app for pandas-ta indicators☆18Updated last year
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆12Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Hexital - Incremental Technical Analysis Library☆24Updated 2 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆25Updated last year
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 7 years ago
- ☆49Updated 7 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23Updated 6 years ago
- ☆35Updated 7 years ago
- ☆52Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago