VermeirJellen / FinancialEngineeringLinks
Matlab Financial Engineering Toolkit
☆9Updated 8 years ago
Alternatives and similar repositories for FinancialEngineering
Users that are interested in FinancialEngineering are comparing it to the libraries listed below
Sorting:
- Credit Default Swap Pricer☆18Updated last year
- ☆11Updated 10 years ago
- Calculate a stock's historical volatility using Yahoo Finance .CSV file☆11Updated 9 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 9 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- Practical applications towards risk-centric portfolio management☆45Updated 9 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆40Updated 6 years ago
- C++ trading client with Qt gui☆41Updated 10 years ago
- A C++ implementation of the Johansen Cointegration test☆21Updated 2 years ago
- ☆28Updated 10 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆36Updated 9 years ago
- Programming Test☆12Updated 9 years ago
- ☆35Updated 7 years ago
- a new simulator for statistical arbitrage☆15Updated 9 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 12 years ago
- ☆25Updated 7 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆82Updated 6 years ago
- generic project files☆39Updated 8 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆11Updated 4 years ago
- ☆12Updated 8 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 14 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆125Updated this week
- Backtesting tool on tick data☆11Updated 8 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- ☆10Updated 10 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago