xglamchickx's repositories
Mastering-Python-for-Finance-Second-Edition
Mastering Python for Finance – Second Edition, published by Packt
Quantitative-Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Asian-Option-Pricing
Asian option pricing using Monte Carlo simulations in Python
MonteCarloZombieInfection
Python Monte-Carlo Simulation using Random Walk to simulate spread of infection
alphalens
Performance analysis of predictive (alpha) stock factors
Study-of-a-buy-and-hold-investment
In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
Artificial-Intelligence-Bayesian-Network
Calculating the Probabilities in a Bayesian Network Using Monte Carlo Technique with Python
Portfolio-Growth-Simulator
A free and open source monte-carlo style investment portfolio simulator. Written in Python
fecon235
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Monte-Carlo-Simulations
Statistical Simulations for Time Series in Python
Statistical-Physics
Chaos theory, Monte Carlo Method, Stochastic Methods, Schrödinger’s Equation on Python
Financial-Risk-Management
Python class calculating VaR and Monte Carlo Simulation
simple-real-option-least-squares-monte-carlo
Valuing Real Options with Least Squares Monte Carlo in Python
Python_QuantFinance_Research
Python based Quant Finance Models, Tools and Algorithmic Decision Making
financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
arima-montecarlo-analysis
How to conduct ARIMA Modelling and Monte Carlo Simulations on a simulated dataset using Python.
PokeMonte-Carlo
A Python script that crawls the web to get a list of strengths and weaknesses for each Pokemon type, and then runs a simulation to determine which Pokemon type has the best attack/defensive power.
NumericalMethods
A collection of numerical methods in Python. Includes root finding, interpolation, least squares, differentiation, integration, Monte Carlo, ODE solvers and a few extras.
Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
MonteCarloTutorial
python tutorial on Monte Carlo methods
Random-Portfolio-vs-Benchmark-Strategy
Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
DerivativePricinginPython
1. Pricing Plain Vanilla Options using Monte Carlo Simulations
MonteCarloMethodsInFinance
iversity course -- python implementation