Goldman Sachs - Quantitative Strategies Research Notes
☆398Aug 22, 2020Updated 5 years ago
Alternatives and similar repositories for goldman-sachs-quantitative-strategies-research-notes
Users that are interested in goldman-sachs-quantitative-strategies-research-notes are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantitative analysis, strategies and backtests☆2,925Aug 26, 2023Updated 2 years ago
- A Python implementation of the rough Bergomi model.☆142Sep 17, 2018Updated 7 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Quantitative finance research tools in Python☆463Feb 2, 2023Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,903Oct 21, 2024Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆15Mar 16, 2024Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆566May 5, 2026Updated 2 weeks ago
- ☆452Jan 10, 2021Updated 5 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆19Oct 20, 2018Updated 7 years ago
- Option Strategy for Futures☆19Jul 29, 2020Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆67Jul 17, 2022Updated 3 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆28Jul 30, 2025Updated 9 months ago
- Quantitative Finance tools☆628Jul 6, 2023Updated 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.
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,357Jul 2, 2020Updated 5 years ago
- View this app live at:☆10Dec 26, 2022Updated 3 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,941Updated this week
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆140Oct 19, 2021Updated 4 years ago
- Python toolkit for quantitative finance☆10,213Updated this week
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆152Nov 26, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆405Nov 17, 2025Updated 6 months ago
- Quantitative research and educational materials☆2,808Nov 3, 2020Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,719Oct 2, 2023Updated 2 years ago
- Quantitative Interview Preparation Guide, updated version here ==>☆943Mar 23, 2019Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆178Feb 28, 2026Updated 2 months ago
- High-performance TensorFlow library for quantitative finance.☆5,356Feb 12, 2026Updated 3 months ago
- A multi-factor equity risk model for quantitative trading.☆934Aug 16, 2024Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆272Dec 8, 2022Updated 3 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆26,214Updated this week
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- A collection of R scripts for modelling sports.☆28Jan 23, 2024Updated 2 years ago
- ☆295Feb 1, 2024Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,078Aug 13, 2023Updated 2 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- A collection of homeworks of market microstructure models.☆286May 4, 2018Updated 8 years ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,870Jun 15, 2024Updated last year
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated 2 years ago