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A collection of scripts and notebooks to help you get started quickly.
Created 2017-01-06
320 commits to master branch, last one 11 days ago
Powerful automatic differentiation in C++ and Python
Created 2022-07-07
419 commits to main branch, last one 3 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
141 commits to master branch, last one 3 days 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 3 years ago
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112
bsd-2-clause
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Transformer for Portfolio Optimization. Applicable to Mid/Low Frequency Trading
Created 2024-05-24
99 commits to main branch, last one about a month ago