Name		Name	Last commit message	Last commit date
Seaborn.py		Seaborn.py
(Wiley Series in Financial Engineering) Paul Wilmott - Frequently Asked Questions in Quantitative Finance-Wiley (2007).pdf		(Wiley Series in Financial Engineering) Paul Wilmott - Frequently Asked Questions in Quantitative Finance-Wiley (2007).pdf
A Step-by-Step Guide to the Black-Litterman Model.pdf		A Step-by-Step Guide to the Black-Litterman Model.pdf
Asset Allocation and Portfolio Optimization Part1.ipynb		Asset Allocation and Portfolio Optimization Part1.ipynb
Asset Allocation and Portfolio Optimization Part2.ipynb		Asset Allocation and Portfolio Optimization Part2.ipynb
BERTs_sentiment_score_for_portfolio_optimization_.pdf		BERTs_sentiment_score_for_portfolio_optimization_.pdf
Cointegration and Asset Allocation_ A New Active Hedge Fund Strategy.pdf		Cointegration and Asset Allocation_ A New Active Hedge Fund Strategy.pdf
Convex Optimization Basics.pdf		Convex Optimization Basics.pdf
Credit_Default_with_Advanced_Machine_Learning_Techique.ipynb		Credit_Default_with_Advanced_Machine_Learning_Techique.ipynb
DCC-GARCH.R		DCC-GARCH.R
Deep_Learning_Technique_in_Finance_Part1.ipynb		Deep_Learning_Technique_in_Finance_Part1.ipynb
Deep_Learning_Technique_in_Finance_Part3.ipynb		Deep_Learning_Technique_in_Finance_Part3.ipynb
Demo Mean Variance Portfolio Investment Backtesting.ipynb		Demo Mean Variance Portfolio Investment Backtesting.ipynb
Financial Econometrics Lecture 5- Modelling Volatility and Correlation.pdf		Financial Econometrics Lecture 5- Modelling Volatility and Correlation.pdf
Financial_Data_and_Preprocessing.ipynb		Financial_Data_and_Preprocessing.ipynb
Finding+Alphas+A+Quantitative+Approach+to+Building+Trading+Strategies+2th.pdf		Finding+Alphas+A+Quantitative+Approach+to+Building+Trading+Strategies+2th.pdf
Grid Strategy - Initialization and Implication.pdf		Grid Strategy - Initialization and Implication.pdf
Hangman Game Practice.py		Hangman Game Practice.py
Hull J.C.-Options, Futures and Other Derivatives_9th edition.pdf		Hull J.C.-Options, Futures and Other Derivatives_9th edition.pdf
Introduction to Convex Optimization.pdf		Introduction to Convex Optimization.pdf
Levy Processes in Finance_Pricing Financial Derivatives (2003).pdf		Levy Processes in Finance_Pricing Financial Derivatives (2003).pdf
Mark Joshi, Nick Denson, Andrew Downes - Quant Job Interview Questions And Answers-CreateSpace (2008).pdf		Mark Joshi, Nick Denson, Andrew Downes - Quant Job Interview Questions And Answers-CreateSpace (2008).pdf
Mini Project Credit Default with Tree Based Model.ipynb.zip		Mini Project Credit Default with Tree Based Model.ipynb.zip
Modeling Volatility with GARCHs.ipynb		Modeling Volatility with GARCHs.ipynb
Monte Carlo Simulations Part1.ipynb		Monte Carlo Simulations Part1.ipynb
Monte Carlo Simulations in Finance Part2.ipynb		Monte Carlo Simulations in Finance Part2.ipynb
Multi_Factor_Models.ipynb		Multi_Factor_Models.ipynb
Optimal Mean Reversion Trading with Transaction Costs & Stop-Loss Exit.pdf		Optimal Mean Reversion Trading with Transaction Costs & Stop-Loss Exit.pdf
Option Volatility and Pricing_ Advanced Trading Strategies and Techniques ( PDFDrive ).pdf.zip		Option Volatility and Pricing_ Advanced Trading Strategies and Techniques ( PDFDrive ).pdf.zip
Pairs Trading with Copulas.pdf		Pairs Trading with Copulas.pdf
Pairs Trading with Distance Approach Updates.ipynb		Pairs Trading with Distance Approach Updates.ipynb
Pairs Trading with PCA Approach.ipynb		Pairs Trading with PCA Approach.ipynb
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data.pdf		Pairs trading with a mean-reverting jump-diffusion model on high-frequency data.pdf
Pairs trading- optimal thresholds and profitability.pdf		Pairs trading- optimal thresholds and profitability.pdf
Pairs_Trading_Strategy.ipynb		Pairs_Trading_Strategy.ipynb
Pairs_Trading_with_Copula_Approach_Incomplete.ipynb		Pairs_Trading_with_Copula_Approach_Incomplete.ipynb
Python_OOP_Part1.ipynb		Python_OOP_Part1.ipynb
Python_OOP_Part2.ipynb		Python_OOP_Part2.ipynb
QuantitativePrimer.pdf		QuantitativePrimer.pdf
README.md		README.md
Rcodes_DCCgarchPowerpoint.pdf		Rcodes_DCCgarchPowerpoint.pdf
Selecting Data with Pandas & Date time operation.py		Selecting Data with Pandas & Date time operation.py
Statistical Arbitrage in the U.S. Equities Market.pdf		Statistical Arbitrage in the U.S. Equities Market.pdf
Statistical arbitrage pairs trading strategies Review and Outlook.pdf		Statistical arbitrage pairs trading strategies Review and Outlook.pdf
Team 212_UCLA Copula+LSTM+Selection.pdf		Team 212_UCLA Copula+LSTM+Selection.pdf
Technical_Analysis_in_Python_Part1.ipynb		Technical_Analysis_in_Python_Part1.ipynb
Technical_Analysis_in_Python_Part2.ipynb		Technical_Analysis_in_Python_Part2.ipynb
The Black-Litterman Model In Detail.pdf		The Black-Litterman Model In Detail.pdf
The Kelly Criterion and the Stock Market.pdf		The Kelly Criterion and the Stock Market.pdf
The profitability of pairs trading strategies- distance, cointegration and copula methods.pdf		The profitability of pairs trading strategies- distance, cointegration and copula methods.pdf
Time Series_AR MA ARMA ARIMA.pdf		Time Series_AR MA ARMA ARIMA.pdf
Time_Series_Modeling_Part1.ipynb		Time_Series_Modeling_Part1.ipynb
Time_Series_Modeling_Part2.ipynb		Time_Series_Modeling_Part2.ipynb
Timothy Falcon Crack - Heard on the Street_ Quantitative Questions from Wall Street Job Interviews (2003).pdf		Timothy Falcon Crack - Heard on the Street_ Quantitative Questions from Wall Street Job Interviews (2003).pdf
Trading startegies with Copulas.pdf		Trading startegies with Copulas.pdf
Turtle Trading Strategy with OOP Basic.ipynb		Turtle Trading Strategy with OOP Basic.ipynb
Viz-Matplotlib.py		Viz-Matplotlib.py
article_KalmanFilterDemystified.pdf		article_KalmanFilterDemystified.pdf
c-design-patterns-and-derivatives-pricing_compress.pdf		c-design-patterns-and-derivatives-pricing_compress.pdf
gp.pdf		gp.pdf
gp1.pdf		gp1.pdf
hangman_stage.py		hangman_stage.py
mr-trading-talk-ubs-april-2021.pdf		mr-trading-talk-ubs-april-2021.pdf
multivariateGARCH.pdf		multivariateGARCH.pdf
word_list.py		word_list.py

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