5 results found Sort:

numerai
example-scripts numerai
280
909
mit
68
A collection of scripts and notebooks to help you get started quickly.
numerai quant-finance cryptocurrency machine-learning
Created 2017-01-06
322 commits to master branch, last one about a month ago
auto-differentiation
xad auto-differentiation
43
358
agpl-3.0
10
Powerful automatic differentiation in C++ and Python
robotics derivatives meteorology optimisation biotechnology quant-finance risk-management machine-learning computer-graphics numerical-analysis scientific-computing automatic-differentiation
Created 2022-07-07
440 commits to main branch, last one 3 months ago
jkirkby3
PROJ_Option_Pricing_Matlab jkirkby3
68
181
mit
6
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
sabr options derivatives monte-carlo asian-option heston-model black-scholes quant-finance variance-swap barrier-option jump-diffusion levy-processes option-pricing bermudan-option lookback-option american-options european-options fourier-transform quantitative-finance stochastic-volatility-models
Created 2017-11-17
141 commits to master branch, last one 3 months ago
Manudecara
Algo-Trading Manudecara
32
121
mit
5
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...
r cpp nlp trading algorithms data-analysis deep-learning quant-finance machine-learning sentiment-analysis technical-analysis trading-strategies fundamental-analysis quantitative-finance high-frequency-trading market-microstructure-analysis
Created 2020-07-07
87 commits to master branch, last one 3 years ago
jialuechen
deepfolio jialuechen
8
103
bsd-2-clause
5
Diffusion-Transformer for Joint Portfolio Construction & Execution Optimization
execution transformer event-driven market-making quant-finance diffusion-models attention-mechanism portfolio-optimization
Created 2024-05-24
100 commits to main branch, last one 13 days ago