Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
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Updated
Oct 3, 2024 - Jupyter Notebook
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Personal library for financial calculations
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
AAD enabled and scripting included derivatives modeling.
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Based on the concepts in "CIMTR" and others, swing trading
Alex's Finance Repo
Application of script in Fixed Income Analysis
An interwebs page hosted and published through GitHub http://thecatfix.github.io/
A python library for modeling and analyzing fixed income securities
Unofficial Python Wrapper for BymaData API service.
Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
CFA Level I comprehensive exam preparation notes
This is a library for fixed income quant analytics.
Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
Fixed income tools for R
Term Structure Interpolation Considering Regulators Meetings
A repository to store a copy of a research paper for an Economics Senior Thesis.
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