Jeremy123W / Citadel-SoCal-Datathon-2018-1st-Place-WinnersLinks
1st Place submission in the annual Citadel SoCal Data Open
☆24Updated 7 years ago
Alternatives and similar repositories for Citadel-SoCal-Datathon-2018-1st-Place-Winners
Users that are interested in Citadel-SoCal-Datathon-2018-1st-Place-Winners are comparing it to the libraries listed below
Sorting:
- hanman solver program for job interview☆41Updated 13 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆28Updated 2 years ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆141Updated 5 years ago
- Jane Street quant interview/test☆119Updated 8 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆76Updated 3 years ago
- We implement the paper: Deep Learning Volatility☆201Updated 5 years ago
- Quant trader/researcher Interview Question Collection☆17Updated 2 years ago
- Our teams's submission to the Datathon held at University of Waterloo, May 12 2018.☆22Updated 7 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆32Updated 5 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 4 years ago
- Question bank for ML/Quant Interviews☆57Updated 3 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆143Updated 11 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆54Updated 6 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Solutions to the Jane St monthly puzzles☆294Updated 3 months ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆110Updated 3 weeks ago
- A collection of homeworks of market microstructure models.☆269Updated 7 years ago
- Books for Quant Finance Interviews☆82Updated 10 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- Advanced Risk and Portfolio Management Resources☆31Updated 6 years ago
- Baruch MFE program quant lab☆29Updated 7 years ago
- ☆158Updated 2 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 7 years ago
- ☆50Updated 5 years ago
- This repository hosts my reading notes for academic papers.☆91Updated 4 years ago
- ☆144Updated 7 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆63Updated 3 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆22Updated 5 years ago