tongsengpro / jpmorganchase-python-training
☆14Updated 2 years ago
Alternatives and similar repositories for jpmorganchase-python-training:
Users that are interested in jpmorganchase-python-training are comparing it to the libraries listed below
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 7 months ago
- Python library for asset pricing☆114Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Portfolio Construction and Risk Management book's Python code.☆86Updated last month
- ☆81Updated 4 months ago
- ☆22Updated 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…☆30Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 3 months ago
- Python Package: Fitting and Forecasting the yield curve☆36Updated 4 years ago
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated last week
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Quantamental finance research with python☆145Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆73Updated 2 years ago
- Macrosynergy Quant Research☆123Updated last week
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆22Updated 3 months ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆13Updated 2 years ago
- A collection of scripts for modelling financial markets & options in R.☆52Updated 2 months ago
- Dispersion Trading using Options☆32Updated 7 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆43Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆117Updated last year
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆11Updated 5 years ago
- ☆36Updated 2 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- ☆45Updated last year
- Algo Trading Research & Documentation☆17Updated 10 months ago
- SOFR curve bootstrapping☆23Updated 4 years ago