Jeremy123W / Citadel-SoCal-Datathon-2018-1st-Place-WinnersLinks
1st Place submission in the annual Citadel SoCal Data Open
☆23Updated 6 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:
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated 2 years ago
- Our teams's submission to the Datathon held at University of Waterloo, May 12 2018.☆21Updated 6 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆42Updated last year
- Quant trader/researcher Interview Question Collection☆15Updated last year
- Baruch MFE program quant lab☆26Updated 7 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆66Updated 2 years ago
- A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance☆20Updated 2 weeks ago
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆11Updated 3 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆28Updated 4 years ago
- Neural network local volatility with dupire formula☆76Updated 3 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- Jane Street quant interview/test☆103Updated 7 years ago
- Reinforcement Learning in Finance☆15Updated 4 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆21Updated 7 years ago
- Advanced Risk and Portfolio Management Resources☆27Updated 5 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆29Updated 4 years ago
- generic project files☆39Updated 8 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆21Updated 2 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Fama-French models, idiosyncratic volatility, event study☆32Updated 2 years ago
- ☆49Updated 4 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- Baruch MFE program quant lab☆13Updated 8 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆15Updated 8 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆31Updated 4 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆128Updated 4 years ago