vsmolyakov / finLinks
finance
☆43Updated 8 years ago
Alternatives and similar repositories for fin
Users that are interested in fin are comparing it to the libraries listed below
Sorting:
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆41Updated 5 years ago
- ☆36Updated 8 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- HAR-RV Model For Realized Volatility☆32Updated 9 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- ☆27Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- Python tools to quantitatively manage financial risk