sitmo / CQF
Notes and code fragments of CQF lectures.
☆15Updated 2 years ago
Alternatives and similar repositories for CQF:
Users that are interested in CQF are comparing it to the libraries listed below
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆34Updated 6 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆16Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆45Updated 5 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆48Updated last year
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆29Updated 4 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆95Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- Python Code for Quantitative Finance Papers☆39Updated 4 months ago
- ☆57Updated last year
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆11Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆49Updated 7 years ago
- volatility arbitrage in Heston model☆41Updated last month
- ☆12Updated 2 years ago
- SVI volatility surface model and an example of China 50ETF option☆63Updated 4 years ago
- ☆24Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆15Updated 5 years ago
- ☆41Updated 2 years ago
- Python Package: Fitting and Forecasting the yield curve☆36Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆68Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆84Updated 5 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 4 years ago
- Advanced Risk and Portfolio Management Resources☆26Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago