yhilpisch / lvvdLinks
Listed Volatility and Variance Derivatives (Wiley Finance)
☆150Updated 3 years ago
Alternatives and similar repositories for lvvd
Users that are interested in lvvd are comparing it to the libraries listed below
Sorting:
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆162Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- ☆38Updated 3 years ago
- ☆214Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Repository of Python for Finance Cookbook, published by Packt☆86Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- ☆194Updated 5 years ago
- Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.☆91Updated last year
- Guides, tutorials and presentations☆56Updated 2 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Teaching Resources for Cuemacro courses☆54Updated 4 months ago
- ☆115Updated last year
- ☆64Updated 2 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Website dedicated to a book on machine learning for factor investing☆229Updated 2 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆264Updated 6 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆195Updated last year
- Standardised Bloomberg Fixed Income Processing☆21Updated 5 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.☆183Updated 2 years ago
- ☆41Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago