Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: financial-engineering

AnthonyBradford/optionmatrix

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Language: C++ - Size: 90.9 MB - Last synced: about 3 hours ago - Pushed: 4 months ago - Stars: 187 - Forks: 46

zelos-alpha/demeter

Better backtest toolkit for Uniswap v3 and Aave.

Language: Python - Size: 7.26 MB - Last synced: 1 day ago - Pushed: 2 days ago - Stars: 27 - Forks: 5

hosseinmoein/DataFrame

C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage

Language: C++ - Size: 44.2 MB - Last synced: 2 days ago - Pushed: 2 days ago - Stars: 2,311 - Forks: 290

EthereumGeeks/cordapp-template-java Fork of corda/cordapp-template-java

A Java CorDapp Template to be extended to create an CBDC use cases , based on the diffrent projects being piloted in real prod by central banks and diffrent entities.

Language: Java - Size: 2.66 MB - Last synced: 3 days ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

srbrettle/Financial-Formulas-Library-.NET-Standard

A collection of methods for solving Finance/Accounting equations, implemented in C#.

Language: C# - Size: 106 KB - Last synced: 4 days ago - Pushed: 3 months ago - Stars: 237 - Forks: 70

LastAncientOne/Deep_Learning_Machine_Learning_Stock

Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.

Language: Jupyter Notebook - Size: 18.9 MB - Last synced: 4 days ago - Pushed: 3 months ago - Stars: 1,160 - Forks: 305

wtbates99/stock_price_predictor

Predictor for stock and ETF prices

Language: Python - Size: 5.85 MB - Last synced: 10 days ago - Pushed: 11 days ago - Stars: 0 - Forks: 0

matt-charr/qAPP

Design and manage your own exotic financial derivatives contracts.

Language: C++ - Size: 15.3 MB - Last synced: 12 days ago - Pushed: 12 days ago - Stars: 4 - Forks: 0

safe-graph/DGFraud

A Deep Graph-based Toolbox for Fraud Detection

Language: Python - Size: 80.4 MB - Last synced: 11 days ago - Pushed: about 2 years ago - Stars: 667 - Forks: 159

PyFE/PyFENG

Python Financial ENGineering (PyFENG package in PyPI.org)

Language: Python - Size: 3.32 MB - Last synced: 14 days ago - Pushed: 15 days ago - Stars: 129 - Forks: 68

parkminhyung/R-code-for-finance

R code for finance

Language: Jupyter Notebook - Size: 21.6 MB - Last synced: 16 days ago - Pushed: 17 days ago - Stars: 21 - Forks: 7

ranfysvalle02/mdb-agg-crewai

Beyond Vectors: Augment LLM Capabilities with MongoDB Aggregation Framework and CrewAI

Language: Python - Size: 76.2 KB - Last synced: 17 days ago - Pushed: 18 days ago - Stars: 0 - Forks: 0

YalDan/hf.econometrics

Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data

Language: R - Size: 5.9 MB - Last synced: 26 days ago - Pushed: 26 days ago - Stars: 14 - Forks: 7

safe-graph/DGFraud-TF2

A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X

Language: Python - Size: 30 MB - Last synced: 11 days ago - Pushed: about 2 years ago - Stars: 121 - Forks: 30

cantaro86/Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

Language: Jupyter Notebook - Size: 23.1 MB - Last synced: about 1 month ago - Pushed: 3 months ago - Stars: 5,267 - Forks: 958

VanekPetr/Optimal_Portfolios_of_ETFs

Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.

Language: GAMS - Size: 82 KB - Last synced: 21 days ago - Pushed: over 3 years ago - Stars: 2 - Forks: 0

nonlin-lin-chaos-order-etc-etal/MadhyamapratipadaMoneyBot

https://t.me/GoldenMiddleMoneyBot · https://t.me/MadhyamapratipadaMoneyBot

Size: 14.6 KB - Last synced: about 1 month ago - Pushed: about 3 years ago - Stars: 1 - Forks: 21

hosseinmoein/Tiger

C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators

Language: C++ - Size: 923 KB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 107 - Forks: 26

Tommylee1013/FinancialMachineLearning

Financial Machine Learning Repository

Language: Python - Size: 165 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 3 - Forks: 2

hy2632/Efficient-Frontier

The analytical solution of efficient frontier.

Language: Jupyter Notebook - Size: 4.34 MB - Last synced: about 1 month ago - Pushed: about 3 years ago - Stars: 1 - Forks: 0

adamd1985/quant_research

Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.

Language: Jupyter Notebook - Size: 57.7 MB - Last synced: 29 days ago - Pushed: 29 days ago - Stars: 28 - Forks: 12

anshulahuja98/technical-indicators-backtesting Fork of ChakshuGupta13/technical-indicators-backtesting

Simulated backtrading using financial technical indicators

Size: 2.29 MB - Last synced: about 1 month ago - Pushed: over 4 years ago - Stars: 0 - Forks: 3

mathworks/Awesome-MATLAB-Quant-Finance-

Discover how to leverage MATLAB for quantitative finance modeling

Size: 1.45 MB - Last synced: 5 days ago - Pushed: 4 months ago - Stars: 10 - Forks: 0

LastAncientOne/Stock_Analysis_For_Quant

Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

Language: Jupyter Notebook - Size: 266 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 1,558 - Forks: 440

federicomariamassari/financial-engineering

Applications of Monte Carlo methods to financial engineering projects, in Python.

Language: Python - Size: 2.33 MB - Last synced: about 2 months ago - Pushed: over 6 years ago - Stars: 327 - Forks: 50

ca/FE550

Data Visualization @ Stevens Tech

Language: JavaScript - Size: 27.8 MB - Last synced: about 2 months ago - Pushed: about 6 years ago - Stars: 0 - Forks: 1

levi-ycc/RLBot

Financial instrument trading environment for Reinforcement Learning

Language: Jupyter Notebook - Size: 136 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 0 - Forks: 0

iLampard/Fin_Math_Note

Note on financial mathematics

Language: TeX - Size: 1000 KB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 1 - Forks: 2

salimt/Finance-and-Risk-Management-Algorithms

applications for risk management through computational portfolio construction methods

Language: Jupyter Notebook - Size: 13.4 MB - Last synced: about 2 months ago - Pushed: over 3 years ago - Stars: 32 - Forks: 10

anuragagrawaal/pyPortfolioAnalysis

'Portfolio Analysis, methods for portfolio optimization'

Language: Python - Size: 3.35 MB - Last synced: 12 days ago - Pushed: over 3 years ago - Stars: 22 - Forks: 4

federicomariamassari/willowtree

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

Language: Python - Size: 2.46 MB - Last synced: about 2 months ago - Pushed: almost 6 years ago - Stars: 214 - Forks: 25

Shinsieon/Stock-Validation-Program-by-python

금융투자 도서에 기재된 알고리즘을 기반으로 장기투자 종목을 선정하기 위해 개발한 프로그램

Language: Jupyter Notebook - Size: 22.5 KB - Last synced: 2 months ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

andrea-dm/yahoo-finance-pynterface

Yahoo Finance Python Interface

Language: Python - Size: 498 KB - Last synced: 30 days ago - Pushed: over 4 years ago - Stars: 16 - Forks: 4

nicoglez/Quantitative-Asset-Allocation

Asset Allocation of stocks using quantitative methods

Language: Jupyter Notebook - Size: 418 KB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 4 - Forks: 0

maxim5/time-series-machine-learning

Machine learning models for time series analysis

Language: Python - Size: 182 KB - Last synced: 2 months ago - Pushed: almost 3 years ago - Stars: 360 - Forks: 101

yuvalofek/Financial-Signal-Processing

Financial engineering from a signal processing perspective

Language: Jupyter Notebook - Size: 877 KB - Last synced: about 1 month ago - Pushed: over 1 year ago - Stars: 6 - Forks: 1

Joaquin-Garay/joaquin-garay.github.io

Joaquin Garay personal website

Language: CSS - Size: 4.92 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0

Lawrence-Leung/2023-FinanceModeling-project

Design of a mathematic model for cross-border ETF arbitrage strategy

Language: Python - Size: 128 MB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 0 - Forks: 0

bukosabino/financial-forecasting-challenge-gresearch

My approaches to Financial Forecasting Challenge by G-Research

Language: Jupyter Notebook - Size: 36.2 MB - Last synced: about 1 month ago - Pushed: over 5 years ago - Stars: 41 - Forks: 23

vhuang1211/volatility_smile

[NCCU Fall 2022] Option Valuation and Application Course Project

Language: Jupyter Notebook - Size: 367 KB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0

SebastienEveno/exotx

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

Language: Python - Size: 160 KB - Last synced: about 2 months ago - Pushed: 6 months ago - Stars: 8 - Forks: 0

Darenar/easy-event-study

Financial Event Study made easy

Language: Jupyter Notebook - Size: 403 KB - Last synced: about 1 month ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

ucfbrd/ML-Quant-Finance

Machine Learning for Quantitative Finance

Language: Jupyter Notebook - Size: 20.5 MB - Last synced: 5 months ago - Pushed: almost 6 years ago - Stars: 21 - Forks: 12

MsTao-68/2022-COMAP-C-DL

# 2022 COMAP Problem C chosen (Bitcoin and Gold Quant Trading

Language: Jupyter Notebook - Size: 745 KB - Last synced: 5 months ago - Pushed: about 2 years ago - Stars: 2 - Forks: 2

Tommylee1013/MachineLearning-for-AssetManagers

Machine Learning for Asset Managers (Lopez de Prado, 2019)

Language: Python - Size: 5.6 MB - Last synced: 4 months ago - Pushed: 9 months ago - Stars: 2 - Forks: 0

ata-turhan/Optimized-CNN-TA

It is a Jupyter notebook that compares different trading strategies using technical analysis, machine learning, and deep learning methods.

Language: Jupyter Notebook - Size: 103 MB - Last synced: about 2 months ago - Pushed: about 1 year ago - Stars: 3 - Forks: 1

chicago-joe/Option-Pricing-via-Levy-Models-in-R

using the Inverse-Transform method to speed up options pricing simulations in R

Language: R - Size: 28.2 MB - Last synced: 3 months ago - Pushed: over 4 years ago - Stars: 24 - Forks: 11

datstat-consulting/PyLevyProcess

A Python package to model financial returns as Levy processes.

Language: Python - Size: 37.1 KB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

datstat-consulting/PyRPO

Python library that implements Robust Portfolio Optimization with ellipsoid uncertainty sets.

Language: Python - Size: 94.7 KB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

dkl0707/Course-map-of-Financial-Engineering

金融工程学习路线

Size: 358 KB - Last synced: 3 months ago - Pushed: about 2 years ago - Stars: 2 - Forks: 1

ppoak/dataforge

This is a quantum finance project containing from data collection, platform introduction and factor digging & strategies sharing

Language: Python - Size: 8.22 MB - Last synced: about 1 month ago - Pushed: 6 months ago - Stars: 5 - Forks: 6

keywoongbae/all-about-risk-management

금융/리스크관리/보험 관련 논문들을 정리하고 리뷰합니다.

Language: Jupyter Notebook - Size: 43.2 MB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

ChuaCheowHuan/gym-continuousDoubleAuction

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

Language: Jupyter Notebook - Size: 51.7 MB - Last synced: 7 months ago - Pushed: over 1 year ago - Stars: 129 - Forks: 29

TokeZinn/Bachelor

The shared repository for group 5236b.

Language: R - Size: 8.09 MB - Last synced: 7 months ago - Pushed: about 6 years ago - Stars: 4 - Forks: 3

yulu0131/OptDocs

Public Verison for option pricing documentation

Size: 4.8 MB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

tituschirchir/NetworkAnalysis

Contagion effect in a financial network of banking institutions

Language: C++ - Size: 23.4 KB - Last synced: 8 months ago - Pushed: over 6 years ago - Stars: 8 - Forks: 7

storieswithsiva/Stock-Market-Analysis

😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉

Language: Jupyter Notebook - Size: 1.03 MB - Last synced: 8 months ago - Pushed: almost 4 years ago - Stars: 44 - Forks: 15

Jiawen006/rl_trading

Deep Reinforcement Learning for Financial Trading

Language: Jupyter Notebook - Size: 1.54 MB - Last synced: 4 months ago - Pushed: 8 months ago - Stars: 1 - Forks: 0

PyFE/FE-R

Financial Engineering in R

Language: R - Size: 89.8 KB - Last synced: 6 months ago - Pushed: about 3 years ago - Stars: 13 - Forks: 4

Tommylee1013/QUANTIFI

Quantifi Sogang

Language: Python - Size: 98.7 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 1 - Forks: 0

sonntagsgesicht/businessdate

A fast, efficient Python library for generating business dates.

Language: Python - Size: 1.43 MB - Last synced: 30 days ago - Pushed: over 2 years ago - Stars: 3 - Forks: 8

Tommylee1013/Advances-in-Financial-Machine-Learning

실전 금융 머신러닝 완벽 분석 / Advances in Financial Machine Learning

Language: Python - Size: 55.1 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 1 - Forks: 0

alihanucar/fredapi

Financial Data Analysis with FRED API - USA Federal Reserve Economic Data

Language: Jupyter Notebook - Size: 6.5 MB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

volkziem/PhysicsAndFinance

Matlab live scripts for the book "Physics and Finance" published by Springer in 2021

Language: HTML - Size: 5.77 MB - Last synced: 4 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

EconMaett/SDAFE2

Language: R - Size: 25.8 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 0

kouzapo/QFiPy

Portfolio optimization package in Python.

Language: Python - Size: 1.27 MB - Last synced: 9 months ago - Pushed: over 4 years ago - Stars: 15 - Forks: 6

Kvnatn/Financial-Modelling-Prep

Thefinsloth - Financial Model Prep Exploration

Language: Jupyter Notebook - Size: 1.67 MB - Last synced: 9 months ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

raymondctw/Option-Pricing-Model

Language: Python - Size: 418 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 0

honghanhh/wqu_capstone_project_3621

Worldquant University's Capstone Project

Language: Jupyter Notebook - Size: 7.63 MB - Last synced: 4 months ago - Pushed: 9 months ago - Stars: 3 - Forks: 2

thospfuller/rbitcoinchartsapi

An R Package for the BitCoinCharts.com API which includes functions to acquire historic trade data, weighted prices, and market data.

Language: R - Size: 1020 KB - Last synced: 9 months ago - Pushed: about 2 years ago - Stars: 0 - Forks: 1

raymondctw/Options-Pricing-Model

Options pricing tools

Language: Python - Size: 5.86 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 0

MajorLift/volatility-modeling-python-datasci

Undergraduate Thesis published by the Seoul National University Department of Economics (2020)

Language: HTML - Size: 4.08 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 13 - Forks: 1

Jeonghwan-Cheon/lob-mbrl

Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., 2019)>.

Language: Jupyter Notebook - Size: 729 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 1 - Forks: 0

Jeonghwan-Cheon/lob-deep-learning

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

Language: Python - Size: 302 KB - Last synced: 9 months ago - Pushed: over 1 year ago - Stars: 31 - Forks: 5

ppoak/BearAlpha

Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research

Language: Python - Size: 322 KB - Last synced: 13 days ago - Pushed: almost 2 years ago - Stars: 16 - Forks: 10

HUANG-NI-YUAN/Application-and-Improvement-of-Generative-Adversarial-Networks-GANs

Improving the GAN Model into a More Effective WGAN-GP Model

Language: Python - Size: 5.76 MB - Last synced: 10 months ago - Pushed: 10 months ago - Stars: 0 - Forks: 0

HUANG-NI-YUAN/XGboost_Exercise

Small Exercises and Improvements on Xgboost

Language: Jupyter Notebook - Size: 1.41 MB - Last synced: 10 months ago - Pushed: 10 months ago - Stars: 0 - Forks: 0

crosstherubicon/Google_stock_prediction

Using 2012-2016 open Google stock price to predict 2017 opening google stock price using Recurrent Neural Network stacked LSTM.

Language: Python - Size: 2.72 MB - Last synced: 11 months ago - Pushed: over 2 years ago - Stars: 3 - Forks: 2

azataiot/FE-Data

Financial Engineering Data (FED) for Educational Projects.

Language: Python - Size: 49.6 MB - Last synced: about 1 month ago - Pushed: about 1 year ago - Stars: 2 - Forks: 0

pfischer1687/wolfram-data-science-bootcamp

Wolfram Data Science Boot Camp

Language: Mathematica - Size: 496 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

pfischer1687/mean-variance-analyzer

Mean Variance Analyzer

Language: JavaScript - Size: 13.1 MB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 1

pfischer1687/get-asset-data-for-mva

Get JSON data for Mean-Variance Analyzer

Language: Jupyter Notebook - Size: 344 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

fschur/Deep-Reinforcement-Learning-for-Hedging

Hedging unsing Deep Reinforcement Learning and Deep Learning

Language: Python - Size: 24.4 MB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 13 - Forks: 8

wtbates99/crypto-trading-bot

Use machine learning to predict future crypto and stock prices and place trades based off those predictions

Language: Python - Size: 76.2 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

shaurya-chandhoke/black-scholes-merton-calculator

This project launches a nice little web application that allows users to calculate European option prices using the Black Scholes Merton Differential Equation

Language: TypeScript - Size: 405 KB - Last synced: 12 months ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 0

bwrob/JoshiCpp

Code from Joshi C++ Design Patterns and Derivatives Pricing book

Language: C++ - Size: 18.6 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

manuelmusngi/derivatives-modeling

financial derivatives

Language: C++ - Size: 307 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 3 - Forks: 1

dnvrc/pegasus

Strong cryptocurrency coin analysis models and methods.

Language: Python - Size: 973 KB - Last synced: about 2 months ago - Pushed: over 3 years ago - Stars: 4 - Forks: 1

vzhorin/financial_engineering

Basic subroutines for financial math/engineering applications

Language: Matlab - Size: 545 KB - Last synced: over 1 year ago - Pushed: over 8 years ago - Stars: 4 - Forks: 2

chicago-joe/Python-ML-for-Financial-Applications

Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling

Language: Python - Size: 7.06 MB - Last synced: about 1 year ago - Pushed: almost 5 years ago - Stars: 14 - Forks: 6

Rishik-J/QuantFinance

This repository contains a range of Financial Engineering Projects utilizing Data Science and Python to apply quantitative methods in the Financial markets

Language: Jupyter Notebook - Size: 1.71 MB - Last synced: over 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 3

YukiYasuda2718/rl-bsmodel-with-costs

Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.

Language: Jupyter Notebook - Size: 1.98 MB - Last synced: about 1 year ago - Pushed: over 4 years ago - Stars: 11 - Forks: 1

rwev/derivat

Desktop application for theoretical visualization of financial derivatives, using PyQT, Cython, and OpenGL.

Language: Python - Size: 3.5 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 7 - Forks: 2

yveshauser/financial_contracts

Domain specific language for financial contracts

Language: Haskell - Size: 76.2 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 2 - Forks: 0

ShutoAraki/FinancialEngineering

Projects from Financial Engineering class

Language: Python - Size: 2.31 MB - Last synced: about 1 year ago - Pushed: almost 6 years ago - Stars: 4 - Forks: 5

f-z/financial-modelling

Financial modelling, derivatives, investments

Language: Java - Size: 6.26 MB - Last synced: about 1 year ago - Pushed: about 5 years ago - Stars: 10 - Forks: 3

FinancialEngineerLab/finefinance

KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@

Language: Jupyter Notebook - Size: 124 MB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 15 - Forks: 5

sdalaman/EC-48W-Summer-2019 📦

Boğaziçi University Department of Economics - Repo For Term Pojects

Language: Jupyter Notebook - Size: 164 MB - Last synced: 10 months ago - Pushed: almost 5 years ago - Stars: 12 - Forks: 7

chaitjo/markowitz-portfolio-optimization

Markowitz portfolio optimization on synthetic and real stocks

Language: Python - Size: 532 KB - Last synced: about 1 year ago - Pushed: over 6 years ago - Stars: 60 - Forks: 24

Gerard9199/Finance_CAPM_Metrics

This code is for finance metrics for your portfolio.

Language: Python - Size: 8.79 KB - Last synced: 4 months ago - Pushed: almost 3 years ago - Stars: 2 - Forks: 0

Related Keywords
financial-engineering 128 financial-analysis 32 finance 27 quantitative-finance 26 python 22 machine-learning 20 financial-data 17 stock-market 15 financial-markets 13 derivatives 11 black-scholes 10 data-science 10 deep-learning 10 option-pricing 9 portfolio-optimization 8 r 7 cryptocurrency 7 algorithmic-trading 6 reinforcement-learning 6 options-pricing 6 options 6 time-series 6 risk-management 6 python3 6 financial 6 blockchain 5 bitcoin 5 pandas 5 technical-analysis 5 financial-machine-learning 5 computational-finance 5 stock-analysis 5 portfolio 5 cpp 5 data-analysis 5 mathematical-modelling 4 neural-network 4 quantitative-trading 4 excel 4 quantitative-analysis 4 financial-services 4 matlab 4 financial-modeling 4 finance-application 4 economics 4 stochastic-processes 4 stochastic-differential-equations 4 market-microstructure 4 heston-model 4 monte-carlo 4 ai 4 trading-algorithms 4 trading-strategies 4 risk-analysis 4 high-frequency-trading 4 jupyter-notebook 4 lstm 3 finance-management 3 options-trading 3 limit-order-book 3 time-series-analysis 3 pairs-trading 3 stock-price-prediction 3 stock-prediction 3 stock-data 3 ethereum 3 graph-algorithms 3 portfolio-management 3 mathematical-finance 3 financial-mathematics 3 statistics 3 analysis 3 simulations 3 portfolio-construction 3 brownian-motion 3 derivatives-pricing 3 monte-carlo-simulation 3 quant 3 risk 3 stock 3 analytics 2 outlier-detection 2 levy-processes 2 security 2 security-tools 2 toolkit 2 econometrics 2 yelp-dataset 2 crypto 2 monte-carlo-simulations 2 implied-volatility 2 convolutional-neural-networks 2 regression-models 2 financial-derivatives 2 exotic-option 2 value-at-risk 2 arbitrage-trading 2 xgboost 2 tensorflow 2 optimization 2