Quantamental finance research with python
☆153Jun 3, 2022Updated 3 years ago
Alternatives and similar repositories for pValuation
Users that are interested in pValuation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆45Jan 25, 2022Updated 4 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆12Mar 7, 2019Updated 7 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 6 years ago
- Implementing some electrodynamics stuff in python☆16May 26, 2017Updated 8 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- mysql/MariaDB stock price database☆19Feb 15, 2021Updated 5 years ago
- Using Python and Tushare financial database☆30May 17, 2024Updated last year
- Asset allocation and Portfolio Management Course @ Baruch MFE☆16Feb 1, 2020Updated 6 years ago
- Using graph algorithms to find arbitrage opportunities☆181Oct 14, 2019Updated 6 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆32Dec 2, 2013Updated 12 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- My replication of financial papers.☆20Aug 2, 2018Updated 7 years ago
- Simulation of Financial Models, Valuation Framework, Derivatives and Portfolio Valuation, Volatility Options☆27May 5, 2020Updated 5 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆12Mar 10, 2024Updated 2 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- ☆27Oct 2, 2017Updated 8 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- ☆14Jun 21, 2019Updated 6 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Jul 4, 2024Updated last year
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆10Sep 16, 2019Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 6 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 11 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,630Mar 27, 2026Updated 2 weeks ago
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- Long-Term Investment in the Beverage Industry☆16Mar 27, 2024Updated 2 years ago
- The aim of this project is to map and analyse the sentiments of different countries based on their music tastes over time. The data is pr…☆19Jan 23, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- A framework for historical volatility estimation and analysis.☆35Jun 14, 2020Updated 5 years ago
- Machine Learning in Asset Management (by @firmai)☆1,736Dec 17, 2021Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34May 28, 2021Updated 4 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆47Dec 23, 2024Updated last year
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 3 months ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago