Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)
☆53Jul 9, 2025Updated last year
Alternatives and similar repositories for LearningModCppFinance
Users that are interested in LearningModCppFinance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated 6 months ago
- ☆16Jan 11, 2026Updated 10 months ago
- A demo for using LLM to automate optimization of limit order book performance.☆16Mar 20, 2026Updated 7 months ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- ☆32Jul 8, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆23Sep 8, 2021Updated 5 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆19May 13, 2024Updated 2 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- 本仓库记录了一套以 Obsidian 为知识库核心、以 Claude/Codex/Gemini 等 AI Agent 为分析引擎的研究工作流,适合需要大量阅读文献/资料、整理学习笔记、复现模型/实证的学生党、研究者、工作人员等。☆34Mar 21, 2026Updated 7 months ago
- Reimplementing QuantLib examples by Python☆72Sep 23, 2022Updated 4 years ago
- 基于HTML文档的轻量级PDF电子书管理方案☆10May 1, 2025Updated last year
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago
- ☆21Oct 19, 2026Updated 3 weeks ago
- A commodity quant library☆12Jun 30, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime …☆15Jul 7, 2026Updated 4 months ago
- Trading strategies based on the VIX term structure☆12Oct 18, 2026Updated 3 weeks ago
- Risk management Tools based on Intrinsic Time and Scaling Laws☆11Mar 5, 2019Updated 7 years ago
- A derivatives pricing library with AD sensitivities and calibration☆12Jun 28, 2026Updated 4 months ago
- SVI volatility surface model and an example of China 50ETF option☆85May 13, 2020Updated 6 years ago
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆19Apr 28, 2024Updated 2 years ago
- BTC 实时交易信号系统,结合订单流、多因子共振分析与机器学习模型。BTC real-time trading signal system, combining order flow, multi-factor resonance analysis and machine …☆12Feb 22, 2026Updated 8 months ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 3 years ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated last month
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Prototyping tools for VCVRack☆10Oct 29, 2018Updated 8 years ago
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (jumps), Local Vol (Dupire), Monte Carlo (Euler/Andersen QE). Ad…☆16Sep 11, 2026Updated 2 months ago
- CTP股票期权V3.5.5的python封装☆11Dec 27, 2019Updated 6 years ago
- Collection of 3 quantitative finance projects in Python that uses algorithmic trading.☆19Jan 20, 2021Updated 5 years ago
- How and When are High-Frequency Stock Returns Predictable?☆12Jul 11, 2026Updated 4 months ago
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆11Updated this week
- A fully functional and comprehensive Monte Carlo Value at Risk engine for calculating the risk of a financial portfolio. Written from scr…☆12Aug 12, 2020Updated 6 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Parallel C++: Efficient and Scalable High-Performance Parallel Programming☆27Aug 15, 2024Updated 2 years ago
- Market-guided Transformer research framework for A-share cross-sectional return forecasting with intraday price-volume features.☆16Sep 10, 2026Updated 2 months ago
- 抢课脚本!(其实是一个自动请求发送管理器 理论适配所有方正教学管理平台(以及其他相似原理的平台))☆13Jan 7, 2026Updated 10 months ago
- ☆10Nov 2, 2026Updated last week
- Modules for VCV Rack☆10Feb 10, 2022Updated 4 years ago
- VCV Rack Plugin☆10Jun 8, 2025Updated last year
- ☆11Mar 16, 2022Updated 4 years ago
Are these results useful?