☆556Aug 5, 2018Updated 8 years ago
Alternatives and similar repositories for Quant
Users that are interested in Quant are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Books☆1,764Feb 4, 2016Updated 10 years ago
- Code samples from the "Python Cookbook, 3rd Edition", published by O'Reilly & Associates, May, 2013.☆14Aug 22, 2018Updated 8 years ago
- ☆20Dec 4, 2024Updated last year
- or the book is also hosted on GitHub at /Hands-On-GPU-Programming-with-Python 3-and-CUDA 10.2☆14Mar 16, 2020Updated 6 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆265Feb 5, 2025Updated last year
- ☆25Mar 23, 2025Updated last year
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- The QuantLib C++ library☆7,723Updated this week
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆157Jul 18, 2014Updated 12 years ago
- A repository of basic quantitative finance tools to be used on other projects☆13Mar 19, 2020Updated 6 years ago
- ☆33Nov 23, 2022Updated 3 years ago
- Quantitative Finance book☆992Apr 14, 2025Updated last year
- Collection of notebooks about quantitative finance, with interactive python code.☆7,510Oct 5, 2026Updated 3 weeks ago
- 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.
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆454Nov 17, 2025Updated 11 months ago
- Reinforcement Learning in Options Hedging: A Deep-Deterministic-Policy-Gradient-based Dynamic Hedging Strategy☆12Jan 13, 2023Updated 3 years ago
- Collection of resources used on QuantPy YouTube channel.☆282Dec 17, 2025Updated 10 months ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆57Oct 21, 2026Updated last week
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 7 years ago
- ☆16Jul 9, 2022Updated 4 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆695Updated this week
- Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python☆239Updated this week
- 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.
- Study resources for quantitative finance☆352Feb 28, 2022Updated 4 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 6 years ago
- ☆280Mar 1, 2024Updated 2 years ago
- Simple Experimental Limit Order Book Simulation☆15Apr 12, 2020Updated 6 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,206Updated this week
- VisualHFT Terminal: open-source observability and decision terminal for electronic trading desks. Live Level 2 order books, microstructur…☆1,210Updated this week
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆30,362Updated this week
- Financial Markets Microstructure course (UCPH, Masters in Econ)☆28Aug 25, 2025Updated last year
- SABR model Python implementation☆632Apr 21, 2022Updated 4 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Python toolkit for quantitative finance☆13,834Updated this week
- High-performance TensorFlow library for quantitative finance.☆5,552Aug 6, 2026Updated 2 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,963Oct 21, 2024Updated 2 years ago
- Here you will find materials for the course of Computational Finance☆935Mar 1, 2024Updated 2 years ago
- Order Book Imbalance trading strategy☆12Nov 21, 2022Updated 3 years ago
- Black-Scholes Monte Carlo option pricing compared across C++, F# and Rust.☆11Mar 14, 2024Updated 2 years ago
- SVI volatility surface model and an example of China 50ETF option☆85May 13, 2020Updated 6 years ago