yedivanseven / CommoditiesLinks
Modeling the volatility of commodity futures Indices
☆15Updated 8 years ago
Alternatives and similar repositories for Commodities
Users that are interested in Commodities are comparing it to the libraries listed below
Sorting:
- ☆36Updated 8 years ago
- ☆22Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- ☆25Updated 8 years ago
- ☆25Updated 7 years ago
- Contains the code for my financial machine learning articles☆50Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 5 years ago
- Cointegration Test in python☆28Updated 6 years ago
- ☆27Updated 6 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Machine Learning for Quantitative Finance☆25Updated 7 years ago
- finance☆43Updated 8 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- ☆75Updated 3 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Updated 4 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Updated 9 years ago