α collection of resources for people interested in quant finance
☆53Feb 2, 2019Updated 7 years ago
Alternatives and similar repositories for quant-library
Users that are interested in quant-library are comparing it to the libraries listed below
Sorting:
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 years ago
- Backtesting fbprophet prediction of Silver prices for 2017☆14Nov 29, 2017Updated 8 years ago
- Development space for PhD in Finance☆34Mar 28, 2020Updated 5 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- Distributed Trading Platform☆11Sep 27, 2018Updated 7 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Apr 6, 2018Updated 7 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 8 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Implemented Recurrent Neural Networks in Keras with candlestick stock price information to predict future price movement.☆56Feb 24, 2017Updated 9 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- ☆195May 13, 2020Updated 5 years ago
- NYU Tandon lecture slides☆33Jan 19, 2026Updated 2 months ago
- ☆10Mar 23, 2018Updated 8 years ago
- SABR Implied volatility asymptotics☆25May 22, 2020Updated 5 years ago
- Playing around with simple trading strategies and off-the-shelf machine-learning models from tensorflow.☆16Nov 8, 2016Updated 9 years ago
- An in-memory copy of the order book on the GDAX cryptocurrency exchange, updated in real time via WebSocket feed, exposed in a thread-saf…☆40Jun 14, 2018Updated 7 years ago
- A Tool to Semi-Automate the Manual Trading Process.☆11Aug 7, 2023Updated 2 years ago
- ☆11Mar 20, 2015Updated 11 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Optimal ordering of elements in a set given their distance matrix.☆17Oct 2, 2023Updated 2 years ago
- An algorithmic trading framework for pydata.☆14Apr 2, 2023Updated 2 years ago
- Flexible quantitative trading framework☆55Jul 13, 2018Updated 7 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆14Oct 23, 2018Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆36Aug 2, 2017Updated 8 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- Neural Network for HFT-trading [experimental]☆89Mar 5, 2021Updated 5 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆13May 14, 2019Updated 6 years ago
- Presentation for QuantCon 2016☆11Apr 9, 2016Updated 9 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Feb 18, 2019Updated 7 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆21Jul 26, 2022Updated 3 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- Using Machine Learning for live currency trading☆38Nov 12, 2018Updated 7 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆238Sep 2, 2022Updated 3 years ago