quantmind / quantflow
Quantitative finance and derivative pricing
☆15Updated last month
Alternatives and similar repositories for quantflow:
Users that are interested in quantflow are comparing it to the libraries listed below
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Risk tools for commodities trading and finance☆29Updated 3 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Portfolio Management for Everyone☆20Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- By means of stochastic volatility models☆44Updated 4 years ago
- Python for Quant Finance -- The New Benchmark☆23Updated 2 years ago
- ☆17Updated last month
- ☆21Updated 4 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- ☆26Updated 6 months ago
- A System for Selling 0-DTE SPX Options☆17Updated 6 months ago
- ☆35Updated 7 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Scanner that finds patterns in stocks/options/futures and discerns future risk/reward. Ie, money ball engine.☆23Updated 3 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆26Updated 6 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated 2 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆24Updated 2 months ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Updated 4 years ago
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆39Updated 9 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Portfolio optimization with cvxopt☆37Updated last month
- ☆13Updated last year