Financial-Models-Numerical-Methods
hca-resources
Financial-Models-Numerical-Methods | hca-resources | |
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3 | 1 | |
5,258 | 3 | |
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6.2 | 0.0 | |
2 months ago | over 2 years ago | |
Jupyter Notebook | Jupyter Notebook | |
GNU Affero General Public License v3.0 | Apache License 2.0 |
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Financial-Models-Numerical-Methods
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Pricing models - which do MMs use these days
If you have experience with Python, here is a great repo: https://github.com/cantaro86/Financial-Models-Numerical-Methods If you don't know Python, I suggest you learn. It's one of the easier languages to learn. The course below will teach you everything you need to get started. https://www.youtube.com/watch?v=rfscVS0vtbw
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Ask HN: Best Resources on (Computational) Finance
I found this collection of Jupyter notebooks really well done. Some basic knowledge in stochastic calculus, financial mathematics and statistics is needed.
https://github.com/cantaro86/Financial-Models-Numerical-Meth...
- Classical portfolio optimization in a Python notebook
hca-resources
What are some alternatives?
machine_learning_basics - Plain python implementations of basic machine learning algorithms
alphalens - Performance analysis of predictive (alpha) stock factors
rmi - A learned index structure
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Quantsbin - Quantitative Finance tools
zipline-reloaded - Zipline, a Pythonic Algorithmic Trading Library
score_sde - Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
blog - Source code for my personal blog
fastpages - An easy to use blogging platform, with enhanced support for Jupyter Notebooks.
benford_py - Python implementation of Benford's Law tests.
dynamax - State Space Models library in JAX
zipline-trader - Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration