yhilpisch / eurexas
Eurex VSTOXX & Variance Advanced Services
☆28Updated 9 years ago
Alternatives and similar repositories for eurexas:
Users that are interested in eurexas are comparing it to the libraries listed below
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 9 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 7 years ago
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- ☆16Updated 8 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- ☆36Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆145Updated 3 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆129Updated 4 years ago
- ☆35Updated 7 years ago
- Python Bloomberg API and Pandas Wrapper☆51Updated 5 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 10 years ago
- ☆44Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Python interface to Bloomberg COM APIs☆53Updated 10 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆33Updated 2 years ago
- Teaching Resources for Cuemacro courses☆53Updated last week
- Quantitative Finance Training☆32Updated 7 years ago
- The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time se…☆29Updated 6 years ago
- ☆44Updated 10 months ago
- The Thalesians' Python library☆64Updated 8 years ago
- ☆45Updated 7 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago