Quantsbin
Financial-Models-Numerical-Methods
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| Quantsbin | Financial-Models-Numerical-Methods | |
|---|---|---|
| 27 | 3 | |
| 450 | 5,258 | |
| - | - | |
| 0.0 | 6.2 | |
| 10 months ago | 2 months ago | |
| Python | Jupyter Notebook | |
| MIT License | GNU Affero General Public License v3.0 |
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Quantsbin
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
What are some alternatives?
Python-NSE-Option-Chain-Analyzer - The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
machine_learning_basics - Plain python implementations of basic machine learning algorithms
Monopoly_Simulation - Simulating games of Monopoly.
rmi - A learned index structure
option-pricer - Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
score_sde - Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
OpenBBTerminal - Investment Research for Everyone, Everywhere.
fastpages - An easy to use blogging platform, with enhanced support for Jupyter Notebooks.
Youtube-Code-Repository - Repository for most of the code from my YouTube channel
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.
dynamax - State Space Models library in JAX
SDE - Example codes for the book Applied Stochastic Differential Equations