tsando / CQFLinks
Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
☆35Updated 7 years ago
Alternatives and similar repositories for CQF
Users that are interested in CQF are comparing it to the libraries listed below
Sorting:
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Implementation of 5-factor Fama French Model☆134Updated 4 years ago
- ☆15Updated 3 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆51Updated 2 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Updated 6 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆166Updated 6 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- ☆82Updated 11 months ago
- Python Code for Quantitative Finance Papers☆42Updated last year
- ☆214Updated 8 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆173Updated last month
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆115Updated 6 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Quant Research☆90Updated last month
- Implementation of the famous Black-Litterman model in Jupyter notebook☆40Updated 5 years ago
- ☆43Updated 2 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆28Updated 2 years ago
- SOFR curve bootstrapping☆27Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Macrosynergy Quant Research☆159Updated last week
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Notes and code fragments of CQF lectures.☆16Updated 2 years ago