jamaalm01 / QuantCodingQsLinks
List of quantitative programming problems and solutions (most of them are from the algorithms section of Quant Job Q&A by Mark Joshi and Practical Guide to Quantitative Finance Interviews by Xinfeng Zhou)
☆15Updated last year
Alternatives and similar repositories for QuantCodingQs
Users that are interested in QuantCodingQs are comparing it to the libraries listed below
Sorting:
- Quant trader/researcher Interview Question Collection☆15Updated last year
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- ☆24Updated 5 years ago
- ☆14Updated 3 years ago
- ☆18Updated 8 years ago
- Quant interview problems with answers.☆15Updated 6 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆28Updated 4 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆21Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- Calibration of a Surface SVI☆13Updated 6 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 8 months ago
- Factor Investing Library☆27Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆59Updated 6 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆77Updated last year
- Replication of https://ssrn.com/abstract=3984925☆38Updated last year
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆16Updated last year
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Updated 2 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated last year
- ☆41Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- baruch mfe mth9814 financial instruments☆15Updated 7 years ago
- Fama-French models, idiosyncratic volatility, event study☆32Updated 2 years ago
- ☆51Updated 8 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Asset allocation and Portfolio Management Course @ Baruch MFE☆14Updated 5 years ago