ycm / cs230-projLinks
Deep learning for options pricing.
☆46Updated 6 years ago
Alternatives and similar repositories for cs230-proj
Users that are interested in cs230-proj are comparing it to the libraries listed below
Sorting:
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆298Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆285Updated 2 weeks ago
- ☆73Updated 5 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆69Updated 5 years ago
- Algo Trading Research & Documentation☆30Updated 6 months ago
- ☆141Updated 2 years ago
- CS7641 Team project☆97Updated 5 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆223Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆172Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆204Updated last week
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- Python library for asset pricing☆128Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- ☆49Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆87Updated this week
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- Machine learning models to predict realtime financial market data provided by Jane Street☆50Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- ☆215Updated 8 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆123Updated 4 months ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆129Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆155Updated 3 years ago
- ☆152Updated 2 years ago