kushalgowdagv / Quant-Research-Paper-Dump
☆34Updated 2 months ago
Alternatives and similar repositories for Quant-Research-Paper-Dump:
Users that are interested in Quant-Research-Paper-Dump are comparing it to the libraries listed below
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆44Updated 2 months ago
- Study resources for quantitative finance☆94Updated 2 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆58Updated 9 months ago
- Algo Trading Research & Documentation☆15Updated 7 months ago
- ☆45Updated last year
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆46Updated 4 years ago
- Quant Research☆67Updated last month
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆174Updated 11 months ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆52Updated 4 years ago
- ☆80Updated last month
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆195Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆37Updated 9 months ago
- Codes for the concepts related to quantitative finance☆24Updated last week
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆203Updated 5 months ago
- The CQF resources and my learning records☆127Updated 10 months ago
- ☆127Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆22Updated 10 months ago
- Macrosynergy Quant Research☆111Updated this week
- ☆210Updated 10 months ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆114Updated 4 years ago
- HFT signals on GDAX☆45Updated 7 years ago
- Python library for asset pricing☆107Updated 10 months ago
- Illustration of the decorrelation method to perform backtesting on correlated data.☆19Updated 2 months ago
- ☆46Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆44Updated last week
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆48Updated last year
- J.P. Morgan Quant Challenge 2022 Questions☆37Updated 2 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆93Updated last month