My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".
☆17Apr 29, 2022Updated 4 years ago
Alternatives and similar repositories for Quant-Fin-Basics
Users that are interested in Quant-Fin-Basics are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 4 years ago
- Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore moder…☆12Mar 4, 2021Updated 5 years ago
- ☆17Aug 3, 2021Updated 4 years ago
- Repo for HFT project in CMF☆30Jan 4, 2023Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- My book: Gentle Introduction to Chaotic Dynamical Systems. Includes stochastic dynamical systems and statistical properties of numeratio…☆47Jan 19, 2025Updated last year
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Monte Carlo simulation to option pricing in CUDA☆11Apr 29, 2017Updated 9 years ago
- ☆22Dec 4, 2025Updated 7 months ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Apr 18, 2020Updated 6 years ago
- C/C++ backend☆11Sep 30, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Quantitative finance and derivative pricing☆48Jun 12, 2026Updated 3 weeks ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 5 years ago
- Predictions of long/short positions for FX trading done using state-of-the-art image recognition algorithms☆15Mar 29, 2018Updated 8 years ago
- ☆65Jan 9, 2026Updated 5 months ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- Python Library for Random Walks☆24May 2, 2024Updated 2 years ago
- Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting☆23Mar 27, 2026Updated 3 months ago
- ☆13Jul 8, 2023Updated 2 years ago
- A C++ library using quantum trajectories to solve quantum master equations☆10Feb 11, 2016Updated 10 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- An xVA quantitative library written in python using tensorflow☆19Jun 26, 2026Updated last week
- One critical issue within network security refers to intrusion detection. The nature of intrusion attempts appears to be nonlinear, where…☆10Sep 29, 2022Updated 3 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆21Feb 25, 2024Updated 2 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- QuickFIX wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via FIX Protocol v4.4☆17Jun 22, 2022Updated 4 years ago
- Rust implementation of glass: ordered set data structure for client-side order books☆27Feb 26, 2026Updated 4 months ago
- 🤖💹 algorithmic trading strategy built backtested using backtrader and python, optimizing risk-adjusted returns with a bollinger mean-re…☆15Aug 18, 2020Updated 5 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
- Popular method ARIMA for outlier detection purposes☆28Jun 25, 2024Updated 2 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆12Sep 1, 2019Updated 6 years ago
- FIX-FastTrade is a high-performance electronic trading system that leverages the Financial Information eXchange (FIX) protocol for fast a…☆22Jul 29, 2025Updated 11 months ago
- Code and Dataset release of "Carpe Diem: On the Evaluation of World Knowledge in Lifelong Language Models" (NAACL 2024)☆10Oct 16, 2024Updated last year
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆18Nov 6, 2022Updated 3 years ago
- Python helper to extract data from Metatrader 5 - using new MT5 API☆12Feb 3, 2023Updated 3 years ago
- Application for Math formula detection in image/pdf and then recognition☆12Jan 14, 2025Updated last year