yangyu-1 / fiancial_engineering_resource
☆23Updated 4 years ago
Alternatives and similar repositories for fiancial_engineering_resource:
Users that are interested in fiancial_engineering_resource are comparing it to the libraries listed below
- Quant interview problems with answers.☆15Updated 6 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆28Updated last year
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- ☆21Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆23Updated 3 years ago
- ☆24Updated 6 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆41Updated this week
- Package to build risk model for factor pricing model☆24Updated 8 months ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Dynamic portfolio optimization☆21Updated last year
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 5 years ago
- ☆21Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Quantitative finance research notebooks☆18Updated 5 years ago
- Financial Markets Microstructure course (UCPH, Masters in Econ)☆19Updated last month
- Quant trader/researcher Interview Question Collection☆15Updated last year