yc-liu / readingsLinks
☆126Updated 7 years ago
Alternatives and similar repositories for readings
Users that are interested in readings are comparing it to the libraries listed below
Sorting:
- Here you will find materials for the course of Computational Finance☆458Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆155Updated last year
- Goldman Sachs - Quantitative Strategies Research Notes☆377Updated 5 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆489Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 8 months ago
- Collection of resources used on QuantPy YouTube channel.☆258Updated last week
- HFT signals on GDAX☆111Updated 7 years ago
- The CQF resources and my learning records☆190Updated last year
- Signal processing examples in python☆157Updated 5 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆107Updated this week
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆321Updated last week
- ☆244Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated 2 weeks ago
- Implementation of the vanilla Deep Hedging engine☆294Updated 2 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆202Updated 11 months ago
- Top training materials in quantitative finance☆485Updated last month
- We implement the paper: Deep Learning Volatility☆196Updated 5 years ago
- Quant Research☆90Updated this week
- Quantitative Finance book☆749Updated 6 months ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆80Updated 5 years ago
- Portfolio Construction and Risk Management book's Python code.☆132Updated 2 weeks ago
- Codes for the concepts related to quantitative finance☆58Updated 2 weeks ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆178Updated last month
- ☆82Updated 11 months ago
- The CQF program☆199Updated 7 years ago
- Recreate EP Chan algo trading book strategies☆413Updated 7 years ago
- ☆443Updated 7 years ago
- ☆353Updated 2 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆441Updated 5 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆584Updated 9 months ago