BorisDeletic / CompStatsForQuantLinks
Computational Statistics For Quantitative Finance
☆40Updated 8 months ago
Alternatives and similar repositories for CompStatsForQuant
Users that are interested in CompStatsForQuant are comparing it to the libraries listed below
Sorting:
- The ultimate guide to landing a job or internship in quantitative finance.☆201Updated last year
- Study resources for quantitative finance☆140Updated 3 years ago
- ☆99Updated 6 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆351Updated 4 years ago
- The CQF resources and my learning records☆161Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆232Updated 4 months ago
- A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.☆201Updated 2 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆444Updated last year
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆196Updated 2 years ago
- Here you will find materials for the course of Computational Finance☆432Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆160Updated last week
- A collection of homeworks of market microstructure models.☆241Updated 7 years ago
- Quantitative Finance book☆657Updated last month
- ☆222Updated last year
- Solutions to the Jane St monthly puzzles☆272Updated this week
- Collection of resources used on QuantPy YouTube channel.☆222Updated last year
- Implementation of the vanilla Deep Hedging engine☆277Updated 2 years ago
- HFT signals on GDAX☆99Updated 7 years ago
- We implement the paper: Deep Learning Volatility☆189Updated 5 years ago
- ☆138Updated last year
- Backtester for IMC Prosperity 2 algorithms☆61Updated last year
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆44Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆357Updated last week
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆191Updated 6 months ago
- The CQF program☆183Updated 6 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆160Updated 2 years ago
- This repository contains our solution to the IMC Prosperity Challenge☆48Updated 2 years ago
- Curating resources for learning how to trade☆100Updated 4 months ago
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆213Updated 4 months ago
- My IMC Prosperity 2 code (9th place)☆108Updated last year