An optimal trading trajectory solver.
☆43Feb 2, 2022Updated 4 years ago
Alternatives and similar repositories for almgren-chriss-optimal-execution
Users that are interested in almgren-chriss-optimal-execution are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from p…☆42Jun 25, 2024Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- OrdianlEntroPy is a Python 3 package providing several time efficient, ordinal pattern based entropy algorithms for computing the complex…☆11Feb 26, 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
- 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.
- Fractal Adaptive Moving Average☆28Mar 24, 2026Updated 3 months ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆24May 3, 2019Updated 7 years ago
- Program that detects arbitrage opportunities in the foreign exchange market using Bellman-Ford algorithm.☆11Aug 1, 2021Updated 4 years ago
- Transform your pdfs into anki flashcard with gpt☆12Jun 10, 2024Updated 2 years ago
- using opencv play Lyto Different Color☆10Apr 28, 2020Updated 6 years ago
- PostgreSQL + Grafana with test data running in Docker Compose. This is the repo used for the talk I gave at PostgresConf NYC 2019.☆10Sep 16, 2021Updated 4 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- This is a group project for E-commerce repeat buyers purchase prediction using machine learning while accounting for imbalance outcome fo…☆12Dec 29, 2020Updated 5 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆24Aug 19, 2020Updated 5 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Detecting critical transitions in financial networks with topological data analysis.☆16Mar 12, 2019Updated 7 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- a catch-all repo☆11Dec 28, 2023Updated 2 years ago
- Arbitrage bot to provide liquidity between two Bitcoin exchanges.☆11Nov 24, 2015Updated 10 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- Tools for working with Digimon Xros Loader Code Crowns☆12Apr 19, 2022Updated 4 years ago
- Convert documentation in mkdocs format to a readable book in different formats (PDF/EPUB/HTML).☆19Jan 7, 2021Updated 5 years ago
- ☆11Jun 10, 2018Updated 8 years ago
- Maçkolik sitesi üzerinden aldığım eski maç kayıtları ile makine öğrenmesi kütüphaneleri ile maç tahmininde bulunma.☆11Apr 26, 2019Updated 7 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.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 4 months ago
- HaSTL: A fast GPU implementation of STL decomposition with missing values and support for both CUDA and OpenCL☆13Sep 11, 2023Updated 2 years ago
- The homework of the course lectured by 洪瑞鴻 and 邱維辰 in 2019 spring in NCTU.☆12Apr 15, 2021Updated 5 years ago
- A Julia client library for accessing Polygon's APIs☆14Jan 31, 2024Updated 2 years ago
- A Python implementation of the rough Bergomi model.☆144Sep 17, 2018Updated 7 years ago
- Cross-entropy method variants for optimization in Julia☆12Apr 29, 2021Updated 5 years ago
- Dynamic Generation and Quality Checks of Formula Objects☆10May 31, 2026Updated last month
- A generalized experience replay buffer for reinforcement learning☆10Apr 4, 2025Updated last year
- Conformal Prediction - A Practical Guide with MAPIE☆18Feb 18, 2024Updated 2 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.
- Repository containing Anki Flashcards & source code to revise Machine Learning terms☆16Feb 12, 2022Updated 4 years ago
- Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Apr 8, 2019Updated 7 years ago
- ☆42Jun 19, 2023Updated 3 years ago
- Log-periodic power laws for critical phenomena☆15Nov 22, 2018Updated 7 years ago
- "An Introduction to Time Series Analysis with R" is a text which is currently under development and aims at giving readers a general ove…☆10Oct 1, 2021Updated 4 years ago
- 北大文再文-最优化方 法（凸优化）-程序作业 Course homework for Optimization Methods 2023 Fall, PKU WenZW☆23Dec 21, 2023Updated 2 years ago
- A pure python implementation for vine copulas☆42Apr 2, 2026Updated 3 months ago