thlemercier / Wifey-MiroLinks
☆116Updated 2 years ago
Alternatives and similar repositories for Wifey-Miro
Users that are interested in Wifey-Miro are comparing it to the libraries listed below
Sorting:
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆115Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆160Updated last week
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- ☆44Updated 5 years ago
- A collection of homeworks of market microstructure models.☆240Updated 7 years ago
- To classify trades into buyer- and seller-initiated.☆144Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆232Updated 3 months ago
- Quantamental finance research with python☆148Updated 2 years ago
- volatility arbitrage in Heston model☆50Updated last month
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- A collection of scripts for modelling financial markets & options in R.☆53Updated 4 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆131Updated 5 years ago
- ☆82Updated 2 years ago
- ☆113Updated 7 years ago
- Macrosynergy Quant Research☆137Updated this week
- Code repository for Pricing and Trading Interest Rate Derivatives☆85Updated 2 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆76Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆132Updated 5 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- ☆138Updated last year
- Python library for asset pricing☆115Updated last year
- algorithmic trading using machine learning☆147Updated last week
- Features and labels engineering of raw data of quotes of several stocks.☆29Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆357Updated last week
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆243Updated 7 years ago
- CS7641 Team project☆95Updated 4 years ago
- Dealers' gamma exposure (GEX) tracker☆137Updated 2 years ago