Codes for the concepts related to quantitative finance
☆66Aug 24, 2026Updated 3 weeks ago
Alternatives and similar repositories for quantitative_finance
Users that are interested in quantitative_finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆21Sep 25, 2025Updated 11 months ago
- Applying Differential Machine Learning to Calibrate Heston Model☆22Sep 24, 2023Updated 2 years ago
- Repository of Quantitative Finance Models☆13Jan 25, 2025Updated last year
- Portfolio Construction and Risk Management book's Python code.☆207May 29, 2026Updated 3 months ago
- ☆52Oct 19, 2024Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- An PPO - LSTM based RL agent to solve the classic word game - Hangman☆15Nov 20, 2024Updated last year
- A crash course on Climate Econ in Dynare☆20May 21, 2025Updated last year
- ☆18Aug 3, 2021Updated 5 years ago
- ☆24Updated this week
- Track all of your investments in the market using this web application!☆17Jan 5, 2023Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Sep 12, 2026Updated last week
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆371Jul 12, 2026Updated 2 months ago
- ☆19Sep 21, 2023Updated 3 years ago
- ☆19Oct 15, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Implementation of ISDA SIMM v2.3~2.6☆32Jun 25, 2026Updated 2 months ago
- QuantMinds Rough Volatility Workshop lectures☆75Sep 6, 2025Updated last year
- implementation of the two-factor quintic OU model☆14Mar 19, 2025Updated last year
- IMC Prosperity 3 - 19th/12,620 worldwide☆12Apr 25, 2025Updated last year
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- Documentation☆11Jun 10, 2024Updated 2 years ago
- Weekly exercises of the course of Stochastic Methods for Finance.☆11Apr 22, 2025Updated last year
- Value at Risk and Backtest Routines☆34Sep 8, 2025Updated last year
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 4 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.
- ☆19Updated this week
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆139Jul 13, 2026Updated 2 months ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 5 years ago
- ☆11Oct 30, 2023Updated 2 years ago
- Generate synthetic time-series using generative adversarial networks. Functional end-to-end system for dataset generation, model registry…☆20Aug 19, 2022Updated 4 years ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆115Mar 10, 2025Updated last year
- Macrosynergy Quant Research☆194Updated this week
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆44Feb 20, 2024Updated 2 years ago
- ☆22May 30, 2021Updated 5 years ago
- World Model for Natural Gas Trade☆12Feb 8, 2018Updated 8 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆16Sep 26, 2022Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆16May 23, 2022Updated 4 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- ☆15Dec 12, 2024Updated last year