quantmind / quantflowLinks
Quantitative finance and derivative pricing
☆22Updated 3 months ago
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☆58Updated last week
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆22Updated last month
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Hawkes with Latency☆20Updated 4 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆38Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Updated 2 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆23Updated 5 years ago
- Risk tools for commodities trading and finance☆36Updated 4 months ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Collections of snippets for trading I find interesting☆27Updated 9 months ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- my talk for credit suisse☆40Updated this week
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- ☆12Updated 2 years ago
- ☆26Updated last year
- ☆31Updated 4 months ago
- ☆45Updated 2 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
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- ☆30Updated 3 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Updated 2 years ago