adrische / quant-jobs-zurichLinks
A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.
☆207Updated last month
Alternatives and similar repositories for quant-jobs-zurich
Users that are interested in quant-jobs-zurich are comparing it to the libraries listed below
Sorting:
- Study resources for quantitative finance☆161Updated 3 years ago
- Jane Street quant interview/test☆104Updated 7 years ago
- The ultimate guide to landing a job or internship in quantitative finance.☆216Updated 2 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆355Updated 4 years ago
- Here you will find materials for the course of Computational Finance☆439Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆464Updated last year
- Implementation of the vanilla Deep Hedging engine☆280Updated 2 years ago
- ☆107Updated 7 years ago
- Top training materials in quantitative finance☆421Updated 10 months ago
- ☆226Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆79Updated 4 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 5 months ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆130Updated 4 years ago
- Solutions to the Jane St monthly puzzles☆277Updated last week
- Quantitative Finance book☆683Updated 3 months ago
- Signal processing examples in python☆147Updated 5 years ago
- The CQF resources and my learning records☆165Updated last year
- ☆428Updated 6 years ago
- Curating resources for learning how to trade☆106Updated 5 months ago
- OCaml Market Making Game (SEE PYTHON VERSION)☆50Updated 2 years ago
- HFT signals on GDAX☆103Updated 7 years ago
- Backtester for IMC Prosperity 2 algorithms☆61Updated last year
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆198Updated 2 years ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆575Updated last year
- The CQF program☆186Updated 7 years ago
- Computational Statistics For Quantitative Finance☆41Updated 10 months ago
- We implement the paper: Deep Learning Volatility☆191Updated 5 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆67Updated 2 years ago
- Quantitative Interview Preparation Guide, updated version here ==>☆831Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month