yhilpisch / eikondataapi
☆93Updated 3 years ago
Related projects: ⓘ
- Listed Volatility and Variance Derivatives (Wiley Finance)☆142Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆76Updated last month
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆110Updated 10 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆146Updated 5 years ago
- Website dedicated to a book on machine learning for factor investing☆201Updated last year
- Performance Anayltics for Investment Portfolios☆47Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆116Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆39Updated 5 years ago
- ☆84Updated this week
- Bloomberg Open API with pandas☆100Updated 3 years ago
- Teaching Resources for Cuemacro courses☆52Updated 4 months ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆64Updated last week
- Course materials for CFA MN Python training on 11/07/19☆9Updated 4 years ago
- Repository of Python for Finance Cookbook, published by Packt☆85Updated 3 years ago
- pandas wrapper for Bloomberg Open API☆241Updated 2 years ago
- Documentation for QuantLib-Python☆85Updated last month
- Repository for Python SP 500 blog post☆74Updated 5 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆50Updated last year
- Quantamental finance research with python☆130Updated 2 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆75Updated 9 months ago
- Pythonic interface for Bloomberg Open API☆115Updated 2 months ago
- Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.☆70Updated 11 months ago
- ScriptUni Python in Finance Certificate Final Project☆33Updated 2 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆170Updated 9 months ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆162Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆53Updated 8 months ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆91Updated last year
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆125Updated 3 years ago
- Implementation of 5-factor Fama French Model☆109Updated 3 years ago