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financial-machine-learning Public
Forked from firmai/financial-machine-learningA curated list of practical financial machine learning tools and applications.
Python UpdatedJun 25, 2021 -
tf-quant-finance Public
Forked from google/tf-quant-financeHigh-performance TensorFlow library for quantitative finance.
Python Apache License 2.0 UpdatedJun 23, 2021 -
EliteQuant Public
Forked from EliteQuant/EliteQuantA list of online resources for quantitative modeling, trading, portfolio management
Apache License 2.0 UpdatedJun 2, 2021 -
orderbook-crypto-scraper Public
Forked from maxlamberti/orderbook-crypto-scraper☁️ Serverless Scraper for Cryptocurrency Order Book Data
Jupyter Notebook UpdatedJun 1, 2021 -
calculate_ivix Public
Forked from coolgan/calculate_ivix中国波动率指数IVIX(CBOE volatility index)
Jupyter Notebook UpdatedMay 25, 2021 -
calculate_iskew Public
Forked from coolgan/calculate_iskew计算中国偏度指数(CBOE skew index)
Jupyter Notebook UpdatedMay 23, 2021 -
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statsmodels Public
Forked from statsmodels/statsmodelsStatsmodels: statistical modeling and econometrics in Python
Python BSD 3-Clause "New" or "Revised" License UpdatedMar 8, 2021 -
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time-series-momentum Public
Forked from maxlamberti/time-series-momentum🚂💨 Deep Momentum Networks for Time Series Strategies
Jupyter Notebook UpdatedApr 26, 2020 -
tia Public
Forked from bpsmith/tiaToolkit for integration and analysis
Python BSD 3-Clause "New" or "Revised" License UpdatedFeb 27, 2020 -
fftoptionlib Public
Forked from arraystream/fftoptionlibFFT-based Option Pricing Methods in Python
Python BSD 3-Clause "New" or "Revised" License UpdatedAug 29, 2018 -
rndensity Public
Forked from khrapovs/rndensityRisk-neutral density-density based option pricing
Python MIT License UpdatedDec 11, 2015 -
black Public
Forked from ZJONSSON/blackGeneric Black-Scholes -Merton calculator
Python Other UpdatedOct 7, 2015 -
extractRnd Public
Forked from hanlin891016/extractRndModular R code for extracting risk neutral density from options. Heavily depend on steve figlewski's work.
HTML UpdatedSep 29, 2014