weijie-chen / Time-Series-and-Financial-Engineering-With-Python
A series of lessons on time series analysis with Python
☆69Updated 10 months ago
Alternatives and similar repositories for Time-Series-and-Financial-Engineering-With-Python
Users that are interested in Time-Series-and-Financial-Engineering-With-Python are comparing it to the libraries listed below
Sorting:
- Bayesian Statistics-Econometrics☆84Updated 11 months ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆29Updated 2 years ago
- Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such …☆116Updated 11 months ago
- Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques o…☆406Updated 11 months ago
- A quick introduction to all most important concepts of Probability Theory, only freshman level of mathematics needed as prerequisite.☆48Updated 3 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆77Updated 3 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆99Updated 5 months ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆95Updated 3 weeks ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- ☆20Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆79Updated 8 months ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- ☆218Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆42Updated last year
- ☆29Updated 2 years ago
- Quant Research☆73Updated 2 months ago
- An Essential Graphic Primer of Matplotlib☆29Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆99Updated 3 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆127Updated last year
- A set of notebooks the provide an introduction to Python.☆101Updated last year
- ☆72Updated 3 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆77Updated 2 months ago
- CQF☆26Updated 2 years ago
- 📈A dash app showing Interactive Visualisation of the Yield Curve UK and US☆32Updated 11 months ago
- ☆17Updated last year
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆36Updated 5 years ago
- Calculate U.S. equity (portfolio) characteristics☆87Updated 9 months ago