Application guide for top MFE programs
☆97Dec 11, 2025Updated 9 months ago
Alternatives and similar repositories for Awesome-MFE
Users that are interested in Awesome-MFE are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 因子分析报告工具☆16Oct 11, 2023Updated 2 years ago
- Code and Data for Harold's Quant Channel Factor Training Series 哈罗德的量化频道 --- 因子实战系列全部 数据+代码文件☆95Mar 11, 2026Updated 6 months ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- Computational Finance and FinTech / M.Sc. International Finance / Berlin School of Economics and Law Berlin☆20Jun 17, 2026Updated 3 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 港中深资料☆30Jul 27, 2026Updated 2 months ago
- ☆11Oct 30, 2023Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated last year
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆27Sep 9, 2020Updated 6 years ago
- See if we can't do some real-time learning for GMRES -- Rejoice!☆13Jun 19, 2022Updated 4 years ago
- Beamer template with CUHK colors and logos☆41Aug 22, 2021Updated 5 years ago
- Applied BERT based model to extract relations from 29 annual reports of listed companies and news; Used spaCy library and BERT model for …☆13Feb 2, 2022Updated 4 years ago
- ☆13Sep 29, 2026Updated last week
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- An unofficial answer of review questions to the textbook "Programming Abstractions in C++" for CSC3002 in CUHK-Shenzhen☆39Oct 12, 2022Updated 3 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆103May 19, 2023Updated 3 years ago
- ☆19May 6, 2025Updated last year
- Utilizing AutoXGB for Credit Card Financial Fraud Detection☆13Dec 1, 2021Updated 4 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆19Mar 10, 2023Updated 3 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- High-frequency statistical arbitrage☆283Jul 30, 2023Updated 3 years ago
- "Deep Learning in Finance" course for Baruch MFE program - Fall 2025☆50Dec 15, 2025Updated 9 months ago
- Financial derivatives pricing and calibration using linked equity and credit models☆20Jul 10, 2026Updated 2 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- This repository contains the underlying code for the paper "Consistent and Replicable Estimation of Bilateral Climate Finance" by Toetzke…☆14Oct 24, 2022Updated 3 years ago
- This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…☆13Jan 20, 2024Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- ☆15Aug 31, 2022Updated 4 years ago
- Delta hedging under SABR model☆49May 14, 2024Updated 2 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆62May 8, 2022Updated 4 years ago
- [ICLR 2025 workshop] Official implementation of "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterma…☆41Oct 21, 2025Updated 11 months ago
- Machine learning methods for identifing investment factors☆56Apr 20, 2022Updated 4 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Dec 27, 2017Updated 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.
- 因子回测框架☆146Jul 9, 2023Updated 3 years ago
- Fama-French models, idiosyncratic volatility, event study☆38Jul 16, 2022Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆613Sep 20, 2022Updated 4 years ago
- 用于制作学习 GRE 单词的 Anki 卡组☆20Sep 18, 2019Updated 7 years ago
- ☆15Sep 11, 2026Updated 3 weeks ago
- Semi-automated investing strategy (risk parity)☆28Oct 27, 2016Updated 9 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆26Aug 18, 2024Updated 2 years ago