yedivanseven / CommoditiesLinks
Modeling the volatility of commodity futures Indices
☆14Updated 8 years ago
Alternatives and similar repositories for Commodities
Users that are interested in Commodities are comparing it to the libraries listed below
Sorting:
- ☆35Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 3 months ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆25Updated 4 years ago
- ☆24Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆17Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Design your own Trading Strategy☆38Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- ☆17Updated 7 years ago
- Code for getting implied volatility in Python☆25Updated 7 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆34Updated 6 years ago
- ☆73Updated 3 years ago
- ☆27Updated 6 years ago
- ☆12Updated last year