Code that I show on my YouTube Channel
☆104Apr 24, 2023Updated 2 years ago
Alternatives and similar repositories for DirtyQuant
Users that are interested in DirtyQuant are comparing it to the libraries listed below
Sorting:
- Fourier-Bayesian estimation of stochastic volatility models☆17Sep 23, 2021Updated 4 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- ☆13Mar 20, 2024Updated last year
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Jan 25, 2016Updated 10 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15May 23, 2022Updated 3 years ago
- DCC-GARCH(1,1) for multivariate normal distribution.☆62Sep 12, 2023Updated 2 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Oct 16, 2019Updated 6 years ago
- ☆40Feb 3, 2026Updated last month
- A Python library for vine copula models☆120Nov 22, 2025Updated 3 months ago
- Learning project by project.☆20Aug 29, 2021Updated 4 years ago
- Quant Research☆103Feb 13, 2026Updated 3 weeks ago
- DCC GARCH modeling in Python☆102Jan 15, 2020Updated 6 years ago
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆26Feb 13, 2022Updated 4 years ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆63Jun 4, 2024Updated last year
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated last year
- 📊 Financial charts using data from Uniswap and other DEXs.☆25Mar 31, 2022Updated 3 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- Deep Learning for Mortgage Risk☆25Mar 15, 2018Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Jul 17, 2022Updated 3 years ago
- A library to model multivariate data using copulas.☆634Feb 23, 2026Updated last week
- ☆10Aug 10, 2021Updated 4 years ago
- A Python implementation of the rough Bergomi model.☆140Sep 17, 2018Updated 7 years ago
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆12Jun 11, 2018Updated 7 years ago
- Data visualizations of the spread of the 2019 novel Coronavirus (COVID-19), based on data from Johns Hopkins University.☆10May 25, 2023Updated 2 years ago
- Cochlear implant signal processing☆10Jun 24, 2021Updated 4 years ago
- ☆35Feb 23, 2026Updated last week
- ☆87Nov 23, 2024Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Apr 5, 2022Updated 3 years ago
- Papers, code and slides for my session at the live@manning NLP conference, 2020 covering my talk on Deep Transfer Learning for Natural La…☆35Aug 13, 2020Updated 5 years ago
- 本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析,其主要内容包含以下两个部分:(1)基于DCC-GARCH模型的系统性风险(MES)测度,(2)复杂网络的抗毁性分析☆15May 28, 2022Updated 3 years ago
- Software Engineer's Bootcamp: Developing AI Applications☆12Jun 3, 2025Updated 9 months ago
- Free tool to copy CSVs from https://chartink.com/☆15Sep 7, 2025Updated 5 months ago
- My final year project at the University of Strathclyde☆14Jan 26, 2023Updated 3 years ago
- Code for master thesis project, GANs for Monte Carlo simulation of SDE paths. Also used for paper on arXiv.☆10Mar 7, 2023Updated 2 years ago
- End-to-End solution connecting Ninjatrader8 & Python with a simple drag and drop EA. Fully tested bug free & efficient solution for live …☆18Jul 15, 2024Updated last year
- Competing Genetic Algorithm to find profitable Trading Strategies on a financial market☆13May 29, 2019Updated 6 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- Material for my course of Computational Physics (3rd semester, obligatory), in National and Kapodistrian University of Athens☆16Jan 9, 2026Updated last month
- Sample repository for my awesome Youtube viewers.☆10Jun 3, 2020Updated 5 years ago