saulwiggin / finance-with-pythonLinks
Financial methods in Python
☆46Updated 11 years ago
Alternatives and similar repositories for finance-with-python
Users that are interested in finance-with-python are comparing it to the libraries listed below
Sorting:
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆171Updated 7 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- Markowitz portfolio optimization on synthetic and real stocks☆79Updated 8 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- ☆195Updated 5 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- ☆41Updated 4 years ago
- ☆45Updated 8 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆86Updated 6 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- ☆54Updated 7 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Markowitz portfolio optimisation (efficient frontier) in Python☆203Updated 7 years ago