Skip to content
View ArturSepp's full-sized avatar
121 followers · 17 following

Achievements

Achievement: Starstruckx2

Achievements

Achievement: Starstruckx2

Block or report ArturSepp

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned

  1. StochVolModels StochVolModels Public

    Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

    Python 125 31

  2. QuantInvestStrats QuantInvestStrats Public

    Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

    Python 128 21

  3. OptimalPortfolios OptimalPortfolios Public

    Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

    Python 28 8

  4. BloombergFetch BloombergFetch Public

    Pythin functionality for getting different data from Bloomberg: prices, implied vols, fundamentals

    Python 4 2