raccoonpesfifa

raccoonpesfifa's Stars

• BlackArbsCEO/Adv_Fin_ML_Exercises

  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

  Language:Jupyter Notebook1.7k633

• fernandodelacalle/adv-financial-ml-marcos-exercises

  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado

  Language:Jupyter Notebook19579

• cltai9145/research

  Contains all the Jupyter Notebooks used in our research.

  Language:Jupyter Notebook57

• firmai/research

  Notebooks based on financial machine learning.

  4528

• attack68/book_irds3

  Code repository for Pricing and Trading Interest Rate Derivatives

  Language:Jupyter Notebook5015

• attack68/rateslib

  A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

  Language:Python13023

• TheAlgorithms/Python

  All Algorithms implemented in Python

  Language:Python186k44.6k

• pola-rs/polars

  Dataframes powered by a multithreaded, vectorized query engine, written in Rust

  Language:Rust29.6k1.9k

• thanhuwe8/quantport

  R - Portfolio Optimization using Quadratic Programming and Sequential Quadratic Programming

  Language:R3

• thanhuwe8/FreePricer

  Language:Python2

• python/cpython

  The Python programming language

  Language:Python62.7k30.1k

• robertmartin8/PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

  Language:Jupyter Notebook4.4k948

• dcajasn/Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  Language:C++3k511

• PacktPublishing/Python-GUI-Programming-with-Tkinter-2E

  Python GUI Programming with Tkinter 2E.Published by Packt

  Language:Python10765

• AIMLModeling/SABR

  In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. I explained the formula of SABR model, then demonstrated how to calibrate SABR model in Python. You are welcome to provide your comments and subscribe to my YouTube channel. https://youtu.be/NWcRD2gOlhA

  Language:Python73

• goldmansachs/gs-quant

  Python toolkit for quantitative finance

  Language:Jupyter Notebook7.6k929

• pmorissette/ffn

  ffn - a financial function library for Python

  Language:Python2k296

• gabrielepompa88/pyBlackScholesAnalytics

  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

  Language:Jupyter Notebook11129

• Jmaihuire/UCLA_MGMTMFE405-2_Computational_Methods

  UCLA_MGMTMFE405-2_Computational_Methods

  22

• Jmaihuire/MTH9875-Volatility-Surface

  Baruch MFE 2019 Fall

  11

• cfries/finmath-lib

  Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

  Language:Java43

• Jmaihuire/finmath-lib

  Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

  Language:Java11

• MaximumBeings/public

  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)

  Language:Python7630

• JackJacquier/SSVI

  Surface SVI parameterisation and corresponding local volatility

  Language:Jupyter Notebook3516

• sle14/Vol-surface-parametrisation

  Parametrisation of vol surface using Gatheral's SVI methodology and valuation of American options using Kim integral equations

  Language:Python2715

• kgeoffrey/AutoHedge.jl

  Automatic Options Hedging and Backtesting

  Language:Julia5610

• Zhenfeng-Liang/The_Volatility_Surface

  Language:Jupyter Notebook88

• Jmaihuire/MTH9875_Volatility_Surface

  This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface

  Language:Jupyter Notebook1816

• rdbende/Azure-ttk-theme

  A stunning modern theme for ttk inspired by Fluent Design 💠

  Language:Tcl727134

• PySimpleGUI/PySimpleGUI

  Python GUIs for Humans! PySimpleGUI is the top-rated Python application development environment. Launched in 2018 and actively developed, maintained, and supported in 2024. Transforms tkinter, Qt, WxPython, and Remi into a simple, intuitive, and fun experience for both hobbyists and expert users.

  Language:Python13.4k1.8k