yukigiusy / My-researchesLinks
Hi, here is a collection of researches and codes on cool topics for me written during my free time!
☆21Updated last week
Alternatives and similar repositories for My-researches
Users that are interested in My-researches are comparing it to the libraries listed below
Sorting:
- Portfolio Construction and Risk Management book's Python code.☆114Updated last week
- Codes for the concepts related to quantitative finance☆53Updated this week
- Quant Research☆82Updated 4 months ago
- ☆29Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 3 weeks ago
- Web Repository☆9Updated 3 years ago
- ☆81Updated 7 months ago
- ☆45Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated last week
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 5 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆135Updated last year
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆77Updated this week
- Python for Finance module for Imperial MSc in Mathematics and Finance☆99Updated 7 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 10 months ago
- ☆226Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆93Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- Study resources for quantitative finance☆161Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Macrosynergy Quant Research☆147Updated last week
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆31Updated last year
- Algo Trading Research & Documentation☆20Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆79Updated 4 years ago
- ☆17Updated last year
- Here you will find materials for the course of Computational Finance☆439Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- ☆37Updated 8 months ago
- Collection of resources used on QuantPy YouTube channel.☆234Updated last year