wilsonfreitas / oplibLinks
Option Volatility and Pricing Models.
☆12Updated 11 months ago
Alternatives and similar repositories for oplib
Users that are interested in oplib are comparing it to the libraries listed below
Sorting:
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 7 months ago
- Implements different approaches to tactical and strategic asset allocation☆44Updated last year
- R package AssetAllocation☆33Updated 2 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 3 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated last month
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 10 months ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆27Updated 5 years ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Statistical tests for Value at Risk (VaR) Models.☆14Updated 2 months ago
- Python Code for Quantitative Finance Papers☆46Updated last year
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆52Updated 4 years ago
- ☆24Updated 3 years ago
- Materials from the Webinar "How to build better portfolios with Python using Riskfolio-Lib"☆11Updated last year
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆54Updated 5 years ago
- ☆55Updated 5 months ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Design of Risk Parity Portfolios☆119Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated 5 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- ☆16Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- ☆52Updated 2 years ago
- Simple Risk Premia Strategy☆37Updated 4 years ago