robertmartin8 / ReasonableDeviationsLinks
my webpage
☆8Updated 2 years ago
Alternatives and similar repositories for ReasonableDeviations
Users that are interested in ReasonableDeviations are comparing it to the libraries listed below
Sorting:
- mysql/MariaDB stock price database☆19Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 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
- Code implementation of the Quantigic 101 Formulaic Alphas☆10Updated 6 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Machine Learning in Asset Management☆20Updated 6 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆23Updated 5 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆44Updated 3 years ago
- A collection of scripts for modelling financial markets & options in R.☆58Updated 6 months ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆54Updated last week
- Package to build risk model for factor pricing model☆28Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Financial Markets Microstructure course (UCPH, Masters in Econ)☆20Updated 4 months ago
- Design of Risk Parity Portfolios☆115Updated 2 years ago
- Dynamic portfolio optimization☆26Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆42Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆65Updated 4 years ago
- ☆21Updated 2 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆16Updated 7 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆55Updated 5 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆9Updated 2 years ago