Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
☆36Mar 30, 2017Updated 9 years ago
Alternatives and similar repositories for options-derivatives-programming-in-cpp
Users that are interested in options-derivatives-programming-in-cpp are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Source code for 'Practical C++ Financial Programming' by Carlos Oliveira☆27Mar 30, 2017Updated 9 years ago
- This project reads data from a csv(MS Excel) file containing numeric data and then stores it into a 2D array in C++;☆10Mar 13, 2017Updated 9 years ago
- VitoshaTrade is a Forex forecasting module for MetaTrader4.☆11Oct 29, 2023Updated 2 years ago
- C/C++ backend☆11Sep 30, 2022Updated 3 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- kdb+/q kalman beta matlab python☆11Sep 11, 2019Updated 6 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆53Aug 19, 2018Updated 7 years ago
- Key words: Bayesian analysis, Probabilistic programming, Data analysis, Bayesian machine learning... Using Python with its library PyMC3…☆10May 10, 2019Updated 7 years ago
- Portfolio Analytics☆11Feb 20, 2024Updated 2 years ago
- C++11 header-only thread pool library☆20Aug 6, 2019Updated 6 years ago
- OpenTrading Metatrader bindings for AMQP via Python☆18Feb 25, 2016Updated 10 years ago
- c++ date class☆19Jun 5, 2022Updated 4 years ago
- Retrieves financial data from XBRL / Yahoo / Quandl and conducts DCF Valuation☆13Mar 16, 2015Updated 11 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Beispielprogramme zum Buch "Künstliche Intelligenz verstehen" von Pit Noack und Sophia Sanner (Rheinwerk Computing 2023)☆14Oct 25, 2023Updated 2 years ago
- Jupyter Notebook for estimating stock price☆11Dec 19, 2020Updated 5 years ago
- Mechanism Design KU course☆11Mar 5, 2025Updated last year
- Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.☆14Jul 29, 2015Updated 10 years ago
- Investigation for PyDataLondon 2023 and ODSC 2023 conference comparing Pandas 2, Polars and Dask☆11Dec 7, 2023Updated 2 years ago
- a lightweight C++ TCP socket library powered by epoll/kqueue, for study.☆22Jan 15, 2023Updated 3 years ago
- PyTorch implementations of the beta divergence loss.☆11Jan 31, 2022Updated 4 years ago
- The functions provided in this C++ source files are used to save and load Eigen C++ matrices/arrays to and from CSV values.☆11Apr 18, 2026Updated 3 months ago
- A collection of homeworks of market microstructure models.☆291May 4, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆16Sep 26, 2022Updated 3 years ago
- Slides for Bayesian Workshops across the world☆13Oct 3, 2023Updated 2 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Generate Serialization Functions for C++ classes and structs using python and libclang☆12Feb 24, 2018Updated 8 years ago
- Implementations of extended PCA methods, such as IPCA and EWMPCA☆15Aug 31, 2021Updated 4 years ago
- ☆14Mar 10, 2024Updated 2 years ago
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆29Sep 22, 2021Updated 4 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- Published by Packt☆11Jan 18, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- This is the repository for our submission to the Miccai educational challenge 2019.☆15Oct 11, 2019Updated 6 years ago
- Source Code for Data Mining Algorithms in C++ by Timothy Masters☆40Jan 29, 2018Updated 8 years ago
- Code snippets for Python Correlation and Relationships - A Practical Guide - published on AlgoTrading101's Blog☆10Jun 22, 2022Updated 4 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆18Jun 26, 2021Updated 5 years ago
- This repository contains publicly available speech and text data in Luganda.☆12Sep 4, 2020Updated 5 years ago
- 深度學習與電腦視覺半百馬拉松☆10Nov 29, 2020Updated 5 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Mar 17, 2016Updated 10 years ago