skasim / yield-curve
A Python/Jupyter notebook project to understand the Yield Curve and its potential for forecasting a recession
☆40Updated 2 years ago
Alternatives and similar repositories for yield-curve:
Users that are interested in yield-curve are comparing it to the libraries listed below
- Tools for investing in Python☆43Updated 3 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Performance Anayltics for Investment Portfolios☆47Updated 5 years ago
- Teaching Resources for Cuemacro courses☆53Updated last month
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 4 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆45Updated this week
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- analyze financial data using python: numpy, pandas, etc.☆21Updated 7 years ago
- ☆35Updated 3 years ago
- Analysis of multifamily mortgage backed security default risk.☆30Updated 6 years ago
- A python program to implement the discrete binomial option pricing model☆83Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated last week
- Quantitative finance research notebooks☆18Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 5 years ago
- ☆28Updated 7 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- ☆37Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆62Updated 11 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- ☆54Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆149Updated 7 months ago
- Quantamental finance research with python☆146Updated 2 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆43Updated 3 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆69Updated 5 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆52Updated 2 years ago