QuantNet course on C++ programming (completed with Certificate with Distinction)
☆87Sep 27, 2022Updated 3 years ago
Alternatives and similar repositories for CPP-Programming-for-Financial-Engineering
Users that are interested in CPP-Programming-for-Financial-Engineering are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆54Feb 9, 2019Updated 7 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆33Oct 16, 2020Updated 5 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆16Jan 15, 2018Updated 8 years ago
- Baruch MFE program quant lab☆17Feb 19, 2017Updated 9 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Tutor step-by-step on how to analyze stock data using the R language.☆21Feb 25, 2024Updated 2 years ago
- Quantitative Derivatives Models☆16Apr 13, 2026Updated last month
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- Practical content from 6.419 - Data Analysis: Statistical Modeling and Computation in Applications course from the MicroMasters in Statis…☆10Mar 30, 2021Updated 5 years ago
- ☆25Apr 23, 2020Updated 6 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆24Jan 20, 2022Updated 4 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- ☆13Mar 20, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High performance, low latency high frequency trading system written from scratch in C++☆59Sep 14, 2023Updated 2 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- C++ development done differently, the Java way with introspection, RMI, GC (Garbage Collection) and much more☆13Aug 7, 2015Updated 10 years ago
- WorldQuant University MSc in Financial Engineering Projects☆40Feb 14, 2023Updated 3 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- Official Repository for the NeurIPS 2024 paper Rough Transformers: Lightweight Continuous-Time Sequence Modelling with Path Signatures☆26Jun 14, 2025Updated 11 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆235May 31, 2024Updated last year
- Financial derivatives pricing and calibration using linked equity and credit models☆20Aug 4, 2025Updated 9 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- VeighNa框架的DolphinDB数据库接口☆25Oct 2, 2025Updated 7 months ago
- Collection of resources used on QuantPy YouTube channel.☆273Dec 17, 2025Updated 5 months ago
- Quantitative finance and derivative pricing☆28Updated this week
- Try to implement Hybrid Attention Net mentioned in 'Listening to Chaotic Whispers'☆11Feb 28, 2021Updated 5 years ago
- ML Application of Algorithmic Trading☆24Oct 16, 2021Updated 4 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- Parser for NASDAQ ITCH 5.0.☆16Sep 16, 2019Updated 6 years ago
- Collection of Jane Street Puzzles that I have gone back to solve☆13Mar 1, 2026Updated 2 months ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆34Apr 10, 2023Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Time series models (Transformer, Foundation Models) for Financial data☆19Jan 29, 2025Updated last year
- Realtime Algorithmic Trading Using Deep Reinforcement Learning☆39Feb 20, 2025Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆32Oct 23, 2023Updated 2 years ago
- baruch mfe mth9814 financial instruments☆21Jun 3, 2018Updated 7 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆10May 17, 2026Updated last week
- This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…☆15Sep 26, 2021Updated 4 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆53Apr 30, 2026Updated 3 weeks ago