robertmartin8 / WorldQuant_alpha101_code
Code implementation of the Quantigic 101 Formulaic Alphas
☆10Updated 6 years ago
Alternatives and similar repositories for WorldQuant_alpha101_code
Users that are interested in WorldQuant_alpha101_code are comparing it to the libraries listed below
Sorting:
- mysql/MariaDB stock price database☆19Updated 4 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆24Updated 5 years ago
- Machine Learning in Asset Management☆21Updated 5 years ago
- experiments with crypto trading☆16Updated 9 months ago
- One-off scripts/analysis, usually to accompany my blog posts.☆44Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- ☆11Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆11Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆37Updated last month
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆32Updated 2 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Developing a trend following model using futures☆31Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- ☆12Updated last year
- ☆16Updated 2 months ago
- Factor Investing Library☆27Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- ☆35Updated 7 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆27Updated 7 years ago
- ☆26Updated 8 months ago