Code repository for Pricing and Trading Interest Rate Derivatives

demonstration of quantstats library

Portfolio analytics for quants, written in Python

Simple moving average crossover system backtest

Data Science for Investment Professionals Specialization

This is a library for fixed income quant analytics.

Codes from QF605 - Fixed Income Securities' Projects (SMU MSc in Quantitative Finance Term 3)

Interest-rate modeling and Fixed Income Pricing in Python

1. DV01 Hedging 2. Regression-based hedging 3. Keyrate Hedging 4. Optimization with Lowest Transaction Cost

Python Fixed Income Securities & Derivatives analytics package

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

DX Analytics | Financial and Derivatives Analytics with Python

Quantitative Finance using python - Derivatives Pricing

Applying Deep Learning and NLP in Quantitative Trading

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

A framework for quantitative finance In python.

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

Improve your resumes with Resume Matcher. Get insights, keyword suggestions and tune your resumes to job descriptions.

All Algorithms implemented in Python

Goldman Sachs - Quantitative Strategies Research Notes

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.

A tool that allows you to visually compare the fundamentals of over 6,000 companies.