s0ap / gs-quantitative-strategies-research-notesLinks
Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
☆222Updated 4 years ago
Alternatives and similar repositories for gs-quantitative-strategies-research-notes
Users that are interested in gs-quantitative-strategies-research-notes are comparing it to the libraries listed below
Sorting:
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆175Updated 2 weeks ago
- Goldman Sachs - Quantitative Strategies Research Notes☆366Updated 5 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 7 months ago
- A collection of homeworks of market microstructure models.☆258Updated 7 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆200Updated 9 months ago
- Implementation of the vanilla Deep Hedging engine☆285Updated 2 years ago
- ☆49Updated 10 months ago
- HFT signals on GDAX☆109Updated 7 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated 3 weeks ago
- ☆117Updated 2 years ago
- Here you will find materials for the course of Computational Finance☆449Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆146Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆483Updated last year
- ☆143Updated last year
- Collection of resources used on QuantPy YouTube channel.☆249Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆128Updated last year
- ☆231Updated last year
- ☆87Updated 5 months ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆176Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆431Updated 2 weeks ago
- We implement the paper: Deep Learning Volatility☆195Updated 5 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 2 months ago
- Signal processing examples in python☆154Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Trading intern test☆33Updated 6 years ago
- SABR model Python implementation☆528Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆84Updated 3 years ago
- Macrosynergy Quant Research☆153Updated this week
- volatility arbitrage in Heston model☆56Updated 5 months ago
- Portfolio Construction and Risk Management book's Python code.☆123Updated last month