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☆46Updated 6 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆20Updated 3 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆49Updated 3 weeks ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆31Updated 2 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆44Updated last year
- Design your own Trading Strategy☆38Updated last year
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Updated 5 years ago
- ☆44Updated 3 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 5 years ago
- ☆17Updated 7 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Updated 2 years ago
- ☆65Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Updated 5 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- ☆25Updated 7 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆29Updated 2 weeks ago
- Quantitative finance research notebooks☆26Updated 6 years ago
- Quant Research☆101Updated this week
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 10 months ago