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.
☆52Feb 9, 2019Updated 7 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:
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 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
- CFA Learning Notes☆14Apr 12, 2024Updated last year
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆28Aug 25, 2023Updated 2 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆32Oct 16, 2020Updated 5 years ago
- Financial Engineering in R☆13Mar 17, 2021Updated 4 years ago
- The purpose of this script is to implement a very simple trading strategy with Python. This strategy is based on the difference between s…☆19Jul 5, 2019Updated 6 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Baruch MFE 2019 Spring☆44May 29, 2020Updated 5 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Feb 23, 2019Updated 7 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…☆19Aug 17, 2025Updated 6 months ago
- Machine learning models to predict realtime financial market data provided by Jane Street☆50Aug 29, 2021Updated 4 years ago
- A high frequency crypto trading bot using Macrometa Streams, Stream Processing and document database☆22Apr 24, 2025Updated 10 months ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆20Jul 7, 2019Updated 6 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 7 years ago
- AlgoTrading101 Interactive Brokers Course ib_insync☆22Sep 11, 2021Updated 4 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- A collection of R scripts for modelling sports.☆28Jan 23, 2024Updated 2 years ago
- An asynchronous low-latency trading system☆62Mar 30, 2024Updated last year
- ☆23Dec 3, 2019Updated 6 years ago
- Reimplementing QuantLib examples by Python☆68Sep 23, 2022Updated 3 years ago
- Baruch MFE program quant lab☆31May 29, 2018Updated 7 years ago
- Apply Physics-informed neural networks in solving Black-Scholes Equations☆17Jan 14, 2025Updated last year
- Code for the NFL Big Data Bowl 2024 submission on Tackle Probability, Opportunity, and Conversion☆14Mar 4, 2024Updated 2 years ago
- A limit order book matching engine written in Julia☆34Dec 2, 2021Updated 4 years ago
- financial market analyst with ai agent☆41Feb 26, 2025Updated last year
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- ☆38Jul 30, 2025Updated 7 months ago
- Fast and easy to use, high frequency trading framework for betfair☆10Sep 16, 2021Updated 4 years ago
- ☆12Nov 20, 2025Updated 3 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆90May 19, 2023Updated 2 years ago
- ☆87Nov 23, 2024Updated last year
- Delta hedging under SABR model☆45May 14, 2024Updated last year
- Developing a trend following model using futures☆38Sep 17, 2023Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆162Mar 13, 2021Updated 4 years ago
- Quantum Algorithms and Quantum Error Correction codes.☆11Feb 14, 2024Updated 2 years ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago