rasmushaa / modern_portfolio_theoryLinks
☆16Updated 2 years ago
Alternatives and similar repositories for modern_portfolio_theory
Users that are interested in modern_portfolio_theory are comparing it to the libraries listed below
Sorting:
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆25Updated 4 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated last year
- ☆22Updated 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…☆26Updated 2 weeks ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆28Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆33Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 3 months ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- ☆22Updated 7 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆23Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- ☆35Updated 7 years ago
- ☆38Updated 3 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆44Updated 3 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆31Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- ☆15Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆12Updated 3 years ago
- alpha-RNN☆30Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 2 months ago
- Here you can find all the quantitative finance algorithms that I've worked on.☆21Updated 5 years ago