Trending repositories for topic financial-engineering
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Collection of notebooks about quantitative finance, with interactive python code.
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Collection of notebooks about quantitative finance, with interactive python code.
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Collection of notebooks about quantitative finance, with interactive python code.
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Collection of notebooks about quantitative finance, with interactive python code.
Collection of notebooks about quantitative finance, with interactive python code.
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Financial Derivatives Calculator with 171+ Models (Options Calculator)
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
A collection of methods for solving Finance/Accounting equations, implemented in C#.
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Collection of notebooks about quantitative finance, with interactive python code.
A collection of methods for solving Finance/Accounting equations, implemented in C#.
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Collection of notebooks about quantitative finance, with interactive python code.
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
A collection of methods for solving Finance/Accounting equations, implemented in C#.
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Discover how to leverage MATLAB for quantitative finance modeling
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
Machine learning models for time series analysis
A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Discover how to leverage MATLAB for quantitative finance modeling
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
A collection of methods for solving Finance/Accounting equations, implemented in C#.
Collection of notebooks about quantitative finance, with interactive python code.
A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Machine learning models for time series analysis