junfanz1 / AI-ML-CS-Quant-Readings
Taking notes on Quant Finance, Machine Learning, Computer Science
☆47Updated this week
Alternatives and similar repositories for AI-ML-CS-Quant-Readings:
Users that are interested in AI-ML-CS-Quant-Readings are comparing it to the libraries listed below
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆82Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆68Updated 4 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆15Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆28Updated 11 months ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆32Updated 5 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 4 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆34Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- Python Code for Quantitative Finance Papers☆39Updated 4 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆84Updated 4 years ago
- SVI volatility surface model and an example of China 50ETF option☆63Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year