xglamchickx

Pinned Repositories

alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook00
arima-montecarlo-analysis
How to conduct ARIMA Modelling and Monte Carlo Simulations on a simulated dataset using Python.
Language:Python00
Artificial-Intelligence-Bayesian-Network
Calculating the Probabilities in a Bayesian Network Using Monte Carlo Technique with Python
Language:Python00
Asian-Option-Pricing
Asian option pricing using Monte Carlo simulations in Python
Language:Python00
DerivativePricinginPython
1. Pricing Plain Vanilla Options using Monte Carlo Simulations
Language:Python00
fecon235
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Language:Jupyter Notebook00
financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
Language:Python00
Financial-Risk-Management
Python class calculating VaR and Monte Carlo Simulation
Language:Python00
Mastering-Python-for-Finance-Second-Edition
Mastering Python for Finance – Second Edition, published by Packt
Language:Jupyter Notebook00
Statistical-Physics
Chaos theory, Monte Carlo Method, Stochastic Methods, Schrödinger’s Equation on Python
Language:Python10

xglamchickx's Repositories

xglamchickx/Statistical-Physics
Chaos theory, Monte Carlo Method, Stochastic Methods, Schrödinger’s Equation on Python
Language:Python10
xglamchickx/alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook00
xglamchickx/arima-montecarlo-analysis
How to conduct ARIMA Modelling and Monte Carlo Simulations on a simulated dataset using Python.
Language:Python00
xglamchickx/Artificial-Intelligence-Bayesian-Network
Calculating the Probabilities in a Bayesian Network Using Monte Carlo Technique with Python
Language:Python00
xglamchickx/Asian-Option-Pricing
Asian option pricing using Monte Carlo simulations in Python
Language:Python00
xglamchickx/DerivativePricinginPython
1. Pricing Plain Vanilla Options using Monte Carlo Simulations
Language:Python00
xglamchickx/fecon235
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Language:Jupyter Notebook00
xglamchickx/financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
Language:Python00
xglamchickx/Financial-Risk-Management
Python class calculating VaR and Monte Carlo Simulation
Language:Python00
xglamchickx/Mastering-Python-for-Finance-Second-Edition
Mastering Python for Finance – Second Edition, published by Packt
Language:Jupyter Notebook00
xglamchickx/Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
Language:Jupyter Notebook
xglamchickx/Monte-Carlo-Simulations
Statistical Simulations for Time Series in Python
Language:Python
xglamchickx/MonteCarloMethodsInFinance
iversity course -- python implementation
Language:Jupyter Notebook
xglamchickx/MonteCarloTutorial
python tutorial on Monte Carlo methods
Language:Python
xglamchickx/MonteCarloZombieInfection
Python Monte-Carlo Simulation using Random Walk to simulate spread of infection
Language:Python
xglamchickx/NumericalMethods
A collection of numerical methods in Python. Includes root finding, interpolation, least squares, differentiation, integration, Monte Carlo, ODE solvers and a few extras.
Language:Python
xglamchickx/PokeMonte-Carlo
A Python script that crawls the web to get a list of strengths and weaknesses for each Pokemon type, and then runs a simulation to determine which Pokemon type has the best attack/defensive power.
Language:Python
xglamchickx/Portfolio-Growth-Simulator
A free and open source monte-carlo style investment portfolio simulator. Written in Python
Language:Python
xglamchickx/Python_QuantFinance_Research
Python based Quant Finance Models, Tools and Algorithmic Decision Making
Language:Python
xglamchickx/Quantitative-Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Language:Jupyter Notebook1 0
xglamchickx/Random-Portfolio-vs-Benchmark-Strategy
Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
Language:Python
xglamchickx/simple-real-option-least-squares-monte-carlo
Valuing Real Options with Least Squares Monte Carlo in Python
Language:Python
xglamchickx/Study-of-a-buy-and-hold-investment
In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
Language:Python