sumit090594 / WQU-ProjectsLinks
Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
☆31Updated 5 years ago
Alternatives and similar repositories for WQU-Projects
Users that are interested in WQU-Projects are comparing it to the libraries listed below
Sorting:
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- ☆18Updated 7 years ago
- applications for risk management through computational portfolio construction methods☆44Updated 5 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Design your own Trading Strategy☆39Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- Quantitative finance research notebooks☆22Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆43Updated 11 months 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
- Modeling volatility project for ODSC East 2019☆16Updated 3 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆63Updated 8 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆46Updated 7 months ago
- ☆47Updated 2 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 2 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆52Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- ☆25Updated 7 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆12Updated 7 years ago
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆48Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago