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A collection of scripts and notebooks to help you get started quickly.
Created
2017-01-06
297 commits to master branch, last one 4 months ago
Comprehensive automatic differentiation in C++
Created
2022-07-07
371 commits to main branch, last one 15 days ago
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Created
2017-11-17
135 commits to master branch, last one about a year ago
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequen...
Created
2020-07-07
87 commits to master branch, last one 2 years ago