quantmind / quantflowLinks
Quantitative finance and derivative pricing
☆22Updated 3 weeks 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☆60Updated 3 weeks ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆25Updated last month
- ☆34Updated 6 months ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- ☆47Updated 2 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Risk tools for commodities trading and finance☆36Updated 2 weeks ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Updated 3 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 5 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆30Updated last week
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- ☆12Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated last week
- ☆15Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- ☆53Updated 4 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
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago