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:
- 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
- ☆18Aug 3, 2021Updated 5 years ago
- My book: Gentle Introduction to Chaotic Dynamical Systems. Includes stochastic dynamical systems and statistical properties of numeratio…☆46Jan 19, 2025Updated last year
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆13Dec 7, 2023Updated 2 years ago
- Repo for HFT project in CMF☆30Jan 4, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 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
- ☆23Dec 4, 2025Updated 9 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
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- C/C++ backend☆11Sep 30, 2022Updated 3 years 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
- Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting☆23Mar 27, 2026Updated 5 months 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.
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆21Feb 25, 2024Updated 2 years ago
- Python Library for Random Walks☆25May 2, 2024Updated 2 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- ☆12Mar 4, 2025Updated last year
- ☆13Jul 8, 2023Updated 3 years ago
- 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
- ☆19Updated this week
- A Low Latency C++ LockFree Queue for IPC Using Shared Memory☆19Jun 30, 2025Updated 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.
- A C++ library using quantum trajectories to solve quantum master equations☆10Feb 11, 2016Updated 10 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 3 years ago
- 🤖💹 algorithmic trading strategy built backtested using backtrader and python, optimizing risk-adjusted returns with a bollinger mean-re…☆15Aug 18, 2020Updated 6 years ago
- Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.☆16Aug 17, 2022Updated 4 years ago
- Popular method ARIMA for outlier detection purposes☆28Jun 25, 2024Updated 2 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Smart Order Router, C++ 11☆19Jan 10, 2016Updated 10 years 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
- Python helper to extract data from Metatrader 5 - using new MT5 API☆12Feb 3, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆18Nov 6, 2022Updated 3 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- Implementation of Neurips 2023 Paper "Multi Time Scale World Models"☆22Nov 8, 2024Updated last year
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆12Sep 1, 2019Updated 7 years ago
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆11Apr 26, 2018Updated 8 years ago
- Application for Math formula detection in image/pdf and then recognition☆13Jan 14, 2025Updated last year
- Custom version of OpenAI Gym☆17Dec 22, 2020Updated 5 years ago