yatharthn / Derivative-Analytics-with-Python-Yves-HilpischLinks
Codes given in "Derivative Analytics with Python - Yves Hilpisch" Book
☆18Updated 8 years ago
Alternatives and similar repositories for Derivative-Analytics-with-Python-Yves-Hilpisch
Users that are interested in Derivative-Analytics-with-Python-Yves-Hilpisch are comparing it to the libraries listed below
Sorting:
- Contains the code for my financial machine learning articles☆49Updated 4 years ago
- ☆36Updated 7 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated last year
- ☆27Updated 6 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆150Updated 3 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- ☆35Updated 7 years ago
- Supported files and code examples for my futures.io webinars series☆68Updated 5 years ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- ☆44Updated last year
- Financial Analysis in Python☆33Updated 6 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- ☆106Updated 8 years ago
- portfolio construction and quantitative analysis☆142Updated 10 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- ☆45Updated 7 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆163Updated 6 years ago
- Performance Anayltics for Investment Portfolios☆48Updated 5 years ago
- Python for Trading Meetup (December 3, 2019)☆19Updated 5 years ago