zazhang / ep-chan-book-algo-tradingLinks
Recreate EP Chan algo trading book strategies
☆409Updated 7 years ago
Alternatives and similar repositories for ep-chan-book-algo-trading
Users that are interested in ep-chan-book-algo-trading are comparing it to the libraries listed below
Sorting:
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆783Updated 3 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆432Updated 5 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆423Updated 2 weeks ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆243Updated 7 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆481Updated last year
- A library for financial options pricing written in Python.☆952Updated 2 years ago
- SABR model Python implementation☆528Updated 3 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆500Updated 7 years ago
- Resources for Quantitative Finance☆767Updated last year
- Quantitative Finance tools☆554Updated 2 years ago
- ☆143Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆485Updated last year
- Collection of resources used on QuantPy YouTube channel.