wilsonfreitas / online-booksLinks
A list of online book of my own interest
☆28Updated last year
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- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- Fixed income tools for R☆63Updated 7 months ago
- Option Volatility and Pricing Models.☆12Updated 10 months ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 3 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 6 months ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
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- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆50Updated 4 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- R package AssetAllocation☆33Updated 2 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 months ago
- R package for commodities and finance analytics. Sister python package details below.☆31Updated 2 months ago
- Quant Research☆98Updated last month
- Automated Backtesting of Portfolios over Multiple Datasets☆69Updated 3 years ago
- ☆55Updated 4 months ago
- Website dedicated to a book on machine learning for factor investing☆236Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Teaching Resources for Cuemacro courses☆55Updated 8 months ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated 2 weeks ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆141Updated 2 years ago
- ☆47Updated 9 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Design of Risk Parity Portfolios☆116Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Fourier-Bayesian estimation of stochastic volatility models☆17Updated 4 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last week
- Composite Indicators Framework for Business Cycle Analysis☆63Updated 3 years ago