yukigiusy / My-researchesLinks
Hi, here is a collection of researches and codes on cool topics for me written during my free time!
☆21Updated 2 weeks ago
Alternatives and similar repositories for My-researches
Users that are interested in My-researches are comparing it to the libraries listed below
Sorting:
- Codes for the concepts related to quantitative finance☆57Updated last week
- Portfolio Construction and Risk Management book's Python code.☆125Updated 2 weeks ago
- ☆46Updated last year
- Quant Research☆90Updated last month
- ☆82Updated 10 months ago
- Algo Trading Research & Documentation☆21Updated 2 months 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
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 8 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- ☆241Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆264Updated last month
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆118Updated 3 months ago
- ☆88Updated 6 months ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆106Updated this week
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆91Updated 7 months ago
- ☆31Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆176Updated last month
- QuantMinds Rough Volatility Workshop lectures☆49Updated last month
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆152Updated last year
- ☆41Updated 11 months ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Macrosynergy Quant Research☆155Updated last week
- Collection of resources used on QuantPy YouTube channel.☆253Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆87Updated last month
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆74Updated 4 years ago
- Python Code for Quantitative Finance Papers☆40Updated last year