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PBIPFG

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  1. TreasuryFutureTrading TreasuryFutureTrading Public

    Forked from msuarezpbi/TreasuryFutureTrading

    A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

    Jupyter Notebook

  2. DROP DROP Public

    Forked from msuarezpbi/DROP

    Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

    HTML

  3. PTEC PTEC Public

    Forked from msuarezpbi/PTEC

    Code repository corresponding to the paper "Prompt Tuned Embedding Classification for Multi-Label Industry Sector Allocation" (NAACL 2024).

    Jupyter Notebook

  4. DCF DCF Public

    Forked from msuarezpbi/DCF

    Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.

    Python

  5. pandas pandas Public

    Forked from msuarezpbi/pandas

    Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

    Python

  6. QuantResearch QuantResearch Public

    Forked from msuarezpbi/QuantResearch

    Quantitative analysis, strategies and backtests

    Jupyter Notebook

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