flameworks / JaneStreetPuzzles
My solutions to puzzles released monthly from Jane Street
☆13Updated 8 months ago
Alternatives and similar repositories for JaneStreetPuzzles:
Users that are interested in JaneStreetPuzzles are comparing it to the libraries listed below
- Jane Street quant interview/test☆100Updated 7 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆60Updated 2 years ago
- Question bank for ML/Quant Interviews☆47Updated 2 years ago
- Books for Quant Finance Interviews☆72Updated 9 years ago
- My solutions to the jane street puzzles.☆12Updated last week
- A collection of homeworks of market microstructure models.☆221Updated 6 years ago
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆30Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆151Updated last month
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆117Updated 4 years ago
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- ☆70Updated 3 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆136Updated last year
- CS7641 Team project☆93Updated 4 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆142Updated 8 months ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆113Updated 3 years ago
- 1st Place submission in the annual Citadel SoCal Data Open☆22Updated 6 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆106Updated 5 years ago
- ☆113Updated 2 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆59Updated 3 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆29Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆33Updated 4 years ago
- ☆46Updated 4 years ago
- Neural network local volatility with dupire formula☆75Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆114Updated 2 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆40Updated 3 years ago