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financial-simulation-project icon financial-simulation-project

This project implements a delta hedging strategy from a self-funding portfolio. As the delta of our portfolio changes, the portfolio is rebalanced such that the delta of the new portfolio is zero. Common random numbers (CRN) and the finite difference method is used to approximate delta. The repository pulls data from QuantMod to gather historical data and generates a market simulation using Heston's Stochastic Volatility Model with parameters generated from the gathered data. Our code works with European and Barrier options.

financial-statistical-analysis icon financial-statistical-analysis

Contains all the best financial indicators, performance measures and ratios to algorithmic trading techniques and asset analysis

financial-time-series-analysis-for-high-frequency-trading icon financial-time-series-analysis-for-high-frequency-trading

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the field of High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task since an automated inference system is required to be both accurate and fast. In this project, we have implemented a shallow-architecture methodology for the forecasting of financial time-series data, which gives state-of-the-art results. This architecture has been trained and tested on the benchmark Limit Order Book(LOB) FI-2010 dataset, and the corresponding results are compared and analyzed using a variety of measures.

financial_data icon financial_data

A project used for get some financial data in various services as investing, yahoo finance, advfn.

financialanalysis icon financialanalysis

This notebook provides some skills to perform financial analysis on economical data.

financialdataanalysis icon financialdataanalysis

Code for collecting and analyzing financial data on various instruments, such as stocks, commodities, currencies, and bonds.

financialresearch icon financialresearch

基于Pandas的量化金融项目组合,包含金融工程通用分析工具、Pandas量化插件pandasquant,实现更加简便快捷的对量化数据进行统计、操作、分析与可视化

financials_scrape icon financials_scrape

This code will allow you to pull the last 5 years of financials from any stock on Reteurs and perform fundamental analysis based on the data.

financialwebapp icon financialwebapp

Fundex is a real-time investment simulator, aimed at empowering youths to take their first step into the realm of investments in a fun way.

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