1st Place submission in the annual Citadel SoCal Data Open
☆25Oct 22, 2018Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Our teams's submission to the Datathon held at University of Waterloo, May 12 2018.☆22Jun 28, 2018Updated 7 years ago
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆13Oct 6, 2021Updated 4 years ago
- Some of my work from my studies at UofT☆16Aug 3, 2021Updated 4 years ago
- Collection of projects oriented around the computational finance domain.☆29Dec 30, 2018Updated 7 years ago
- Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's H…☆24Jun 6, 2017Updated 8 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆28Feb 13, 2022Updated 4 years ago
- A machine learning toolkit for economists☆18Dec 4, 2015Updated 10 years ago
- Asynchronous cryptocurrency REST and websocket API with support for multiple exchanges.☆11Dec 8, 2022Updated 3 years ago
- Code for the paper "SelectiveNet: A Deep Neural Network with an Integrated Reject Option"☆12Jan 26, 2019Updated 7 years ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- Binance Leaderboard Copier☆12Aug 24, 2021Updated 4 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18May 16, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This repository provides all Python codes and Jupyter Notebooks of the book Python for Finance -- Analyze Big Financial Data by Yves Hilp…☆15Nov 16, 2017Updated 8 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- volatility arbitrage in Heston model☆70Apr 3, 2025Updated last year
- This is some work on option prcing and greeks calculation for dynamic hedge. These functions are numerical pricing methods employed to re…☆18Feb 3, 2021Updated 5 years ago
- Pairs trading backtesting enviroment built with Python.☆14May 8, 2022Updated 3 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆50Oct 29, 2025Updated 5 months ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated last year
- Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's grow…☆12Oct 28, 2020Updated 5 years ago
- A decade of trend following returns in crypto-asset markets☆26Sep 20, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Basic C++ Hidden Markov Model functionality implementation with state prediction estimation☆15Apr 29, 2013Updated 12 years ago
- Deep Learning Statistical Arbitrage☆260Oct 5, 2022Updated 3 years ago
- Class repository for GR5074 - Projects in Advanced Machine Learning (Spring 2022)☆18Apr 21, 2022Updated 3 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Oct 6, 2018Updated 7 years ago
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆37Mar 11, 2020Updated 6 years ago
- This is a simplified version of bot to scan binance exchange in realtime for triangular arbitrage opportunities☆13Apr 26, 2019Updated 6 years ago
- Deep Optimal Stopping Project☆16Jun 8, 2019Updated 6 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Scientific Visualization Crash Course (Python & Matplotlib)☆23Aug 23, 2021Updated 4 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Track order book depth levels for arbitration opportunities using CCXT Pro☆21Oct 14, 2021Updated 4 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- Python implementation of select MicroBurst scripts.☆15Aug 19, 2021Updated 4 years ago
- Delta hedging under SABR model☆47May 14, 2024Updated last year