Quantitative Platform
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Updated
Mar 4, 2019 - Python
Quantitative Platform
This is the implementation of a processor to get Yahoo financial data from apache nifi
A repo with utils to monitor daily return attribution from risk factors
Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.
A Go implementation of algorithm trading tool inspired by PyAlgoTrade
Python scripts for the Alpaca trading API
If you even wonder about what kind of return you should expect out of a portfolio, try this. This is a program that estimates the expected return of a given index based on historical data of two selected market indices by CAPM function.
Tool for analyzing portfolio performance vs S&P500
Hello World. Welcome to my little corner on the internet where I host my projects. I’m currently exploring data science, machine learning, AI, business analytics and algorithmic trading. I'm listing all my project under specific project categories here.
Numerai-Nexus -Predicting Financial Trends
Public Project Portfolio of topics on Quantitative Finance, Data Science, Software Development
Generalised Python Code to perform modern portofolio analysis and rebalancing portfolio
Flask app using pandas to create custom indices and portfolios!
Python code for option pricing, greek calculation (Delta), self financing delta hedging.
Comprehensive Python solutions for every concept in the CFA Level I Quantitative Methods Book.
📚 MesoSim's Strategy Library
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet
Machine learning automatic quantitative trading system
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