tinoproductions / DirtyQuantLinks
Code that I show on my YouTube Channel
☆104Updated 2 years ago
Alternatives and similar repositories for DirtyQuant
Users that are interested in DirtyQuant are comparing it to the libraries listed below
Sorting:
- Quant Research☆101Updated this week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆123Updated 2 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆44Updated 2 years ago
- Python library for asset pricing☆128Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆55Updated 6 years ago
- Instrumented Principal Components Analysis☆252Updated 3 years ago
- A Python implementation of the rough Bergomi model.☆139Updated 7 years ago
- Code for the paper Volatility is (mostly) path-dependent☆73Updated last year
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆62Updated 8 months ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- Quantamental finance research with python☆154Updated 3 years ago
- Macrosynergy Quant Research☆166Updated this week
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆52Updated 4 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆204Updated this week
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆147Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆240Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated last week
- Python Code for Quantitative Finance Papers☆46Updated last year
- ☆80Updated 4 years ago
- DCC-GARCH(1,1) for multivariate normal distribution.☆62Updated 2 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆107Updated 10 months ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆101Updated 3 weeks ago
- Portfolio Construction and Risk Management book's Python code.☆173Updated this week
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆127Updated 3 months ago
- Multivariate GARCH modelling in Python☆16Updated last year
- Neural network local volatility with dupire formula☆79Updated 4 years ago