souzatharsis / open-quant-live-bookLinks
An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
☆387Updated 4 years ago
Alternatives and similar repositories for open-quant-live-book
Users that are interested in open-quant-live-book are comparing it to the libraries listed below
Sorting:
- Quantitative finance research tools in Python☆445Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆393Updated 10 years ago
- Advances in Financial Machine Learning☆795Updated 2 years ago
- An open source library for portfolio optimisation☆366Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆272Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆236Updated 2 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 4 years ago
- Machine Learning for finance and investment introduction☆260Updated 7 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆436Updated 3 weeks ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆629Updated 4 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆561Updated 5 years ago
- Fast and scalable construction of risk parity portfolios☆317Updated last month
- Project on financial forecasting using ML. Made by Anson Wong, Juan Garcia & Gudbrand Tandberg☆175Updated 8 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆598Updated last month
- Python package designed for general financial and security returns analysis.☆334Updated 2 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆379Updated 7 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆302Updated 4 years ago
- Simple financial data for Python☆327Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆201Updated 2 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆664Updated 5 months 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…☆170Updated 7 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆272Updated 5 years ago
- ☆216Updated 8 years ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆530Updated 3 years ago
- Open sourced research notebooks by the QuantConnect team.☆695Updated last year