kingofknights / GreeksLinks
Option price calculation based on Black Scholes equation
☆18Updated 3 weeks ago
Alternatives and similar repositories for Greeks
Users that are interested in Greeks are comparing it to the libraries listed below
Sorting:
- Generic Backend for Stock Market Trading☆16Updated 2 years ago
- My computational solution to Jane Street's monthly puzzles.☆344Updated 4 years ago
- J.P. Morgan Quant Challenge 2022 Questions☆55Updated 3 years ago
- Quant prep resources/logs☆540Updated 3 months ago
- Guide on how to prepare for quant trading roles out of college☆857Updated last year
- 1st USA, 7th Global - Post-competition writeup + code used each round.☆53Updated 8 months ago
- Courses, Articles and many more which can help beginners or professionals.☆857Updated 4 years ago
- Algorithmic and manual trading strategies, backtests, and analysis for IMC’s 15‑day Prosperity 3 challenge that resulted in rank 25.☆31Updated 2 months ago
- The ultimate guide to landing a job or internship in quantitative finance.☆254Updated 2 years ago
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆257Updated last year
- Guide to prepare for HFT interviews (SWEs)☆172Updated last week
- Curating resources for learning how to trade☆120Updated 11 months ago
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆11Updated 2 years ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆86Updated 5 years ago
- Study resources for quantitative finance☆228Updated 3 years ago
- ☆156Updated 7 years ago
- ☆457Updated 7 years ago
- Building Low Latency Applications with CPP by Packt Publishing☆595Updated 7 months ago
- Competitive programming☆19Updated 2 weeks ago
- ☆81Updated 2 years ago
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆192Updated last year
- My Goto Repository (Self-Maintained) for Everything on Finance and Technology☆147Updated 2 years ago
- Solutions to the Jane St monthly puzzles☆296Updated last week
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆200Updated 2 years ago
- Resources for anybody interested in Artificial Intelligence and Machine Learning☆22Updated last year
- ☆178Updated 6 months ago
- ☆33Updated 2 years ago
- VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, an…☆13Updated 9 months ago
- ☆43Updated last year
- This repository contains all the code, model configurations, and experimental setups used during my participation in a data imputation co…☆19Updated 6 months ago