stanwanghk / Python-in-Quantitative-FinanceLinks
As a student majoring in Financial Mathematics, I think that python is a very useful tool to quantitative research. So I create this project to record and share what I have learned in the course and by myself.
☆13Updated 8 years ago
Alternatives and similar repositories for Python-in-Quantitative-Finance
Users that are interested in Python-in-Quantitative-Finance are comparing it to the libraries listed below
Sorting:
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- quant trading strategy research☆24Updated 8 years ago
- Finco automates the process of generating financial documentation and valuations for companies traded on the NASDAQ and NYSE. Provides us…☆27Updated 10 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 8 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 7 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆49Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- applications for risk management through computational portfolio construction methods☆44Updated 5 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆166Updated 6 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Python tools to quantitatively manage financial risk☆69Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 5 months ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆41Updated 7 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆64Updated 6 years ago
- Data Analysis Studies on Value Investing☆90Updated 4 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Updated 7 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- SheikhRabiul / A-Deep-Learning-Based-Illegal-Insider-Trading-Detection-and-Prediction-Technique-in-Stock-MarketIllegal insider trading of stocks is based on releasing non-public information (e.g., new product launch, quarterly financial report, acq…☆108Updated 6 years ago