skasim / yield-curveLinks
A Python/Jupyter notebook project to understand the Yield Curve and its potential for forecasting a recession
☆39Updated 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
Sorting:
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Factor Investing Library☆27Updated 2 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆55Updated 8 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- ☆54Updated 7 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 2 weeks ago
- ☆38Updated 3 years ago
- ☆36Updated 7 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Performance Anayltics for Investment Portfolios☆48Updated 5 years ago
- A python wrapper for the Financial Model Prep API for analysis of public companies☆50Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆136Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- Teaching Resources for Cuemacro courses☆54Updated 2 months ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆151Updated 10 months ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- portfolio construction and quantitative analysis☆140Updated 10 years ago