JinxinXiong / Baruch_Cplusplus_Financial_EngineeringLinks
My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr. Daniel Duffy and QuantNet.
☆41Updated 6 years ago
Alternatives and similar repositories for Baruch_Cplusplus_Financial_Engineering
Users that are interested in Baruch_Cplusplus_Financial_Engineering are comparing it to the libraries listed below
Sorting:
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆73Updated 3 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Updated 5 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Dynamic portfolio optimization☆28Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- Delta hedging under SABR model☆35Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- ☆65Updated 2 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆51Updated 2 years ago
- ☆18Updated 7 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Python Code for Quantitative Finance Papers☆40Updated last year
- ☆38Updated 3 years ago
- ☆42Updated 2 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Implementations of Leading Algorithms in Quantitative Finance☆55Updated 8 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last month
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Updated 5 years ago
- ☆25Updated 7 years ago
- ☆82Updated 10 months ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆100Updated 2 years ago
- Baruch MFE program quant lab☆29Updated 7 years ago