Alternatives and similar repositories for Bad-Quant-Recruiters

Users that are interested in Bad-Quant-Recruiters are comparing it to the libraries listed below

• hansbuehler / deephedging
  Implementation of the vanilla Deep Hedging engine
  ☆292Updated 2 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆235Updated 4 years ago
• adrische / quant-jobs-zurich
  A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.
  ☆223Updated last month
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆210Updated last week
• colejhudson / goldman-sachs-quantitative-strategies-research-notes
  Goldman Sachs - Quantitative Strategies Research Notes
  ☆373Updated 5 years ago
• Guido1Alessandro1Trevisan / coach-quant
  Free question bank for quant interviews
  ☆27Updated 6 months ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆258Updated 7 years ago
• Tzadiko / Orderbook
  A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…
  ☆175Updated last year
• 0xFaust12 / alt_data_factor_research
  ☆49Updated 11 months ago
• jshellen / HFT
  High Frequency Market Making
  ☆581Updated 2 years ago
• 0xfdf / toraniko
  A multi-factor equity risk model for quantitative trading.
  ☆797Updated last year
• yc-liu / readings
  ☆118Updated 7 years ago
• eightsmile / cqf
  The CQF resources and my learning records
  ☆180Updated last year
• thlemercier / Wifey-Miro
  ☆118Updated 3 years ago
• viai957 / Optimal-Portfolio-Transactions
  We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from p…
  ☆41Updated last year
• reshinto / hft_notes
  Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …
  ☆60Updated this week
• mcakes / assignment_0219
  Trading intern test
  ☆33Updated 6 years ago
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆110Updated 7 years ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆130Updated 3 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆130Updated last year
• SohamDutta2002 / Finance
  Study resources for quantitative finance
  ☆190Updated 3 years ago
• mikinty / Trading-Curriculum
  Curating resources for learning how to trade
  ☆111Updated 7 months ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆241Updated 7 months ago
• ptmminh / quanttest
  Jane Street quant interview/test
  ☆112Updated 8 years ago
• hudson-and-thames / arbitragelab
  ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…
  ☆592Updated last year
• quantrocket-codeload / quant-finance-lectures
  Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
  ☆485Updated last year
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆286Updated 5 years ago
• sameerlal / OMakeMeAMarket
  OCaml Market Making Game (SEE PYTHON VERSION)
  ☆50Updated 2 years ago
• hangukquant / hangukquant.github.io
  Documentation for hangukquant/quantpylib
  ☆35Updated 2 months ago
• beratkirik / CPP-Programming-for-Financial-Engineering
  QuantNet course on C++ programming (completed with Certificate with Distinction)
  ☆73Updated 2 years ago