Alternatives and similar repositories for BaruchCPPHW

Users that are interested in BaruchCPPHW are comparing it to the libraries listed below

• andyhu4023 / Quant-Interview-Question-Bank
  Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!
  ☆28Updated 2 years ago
• FranklinMa810 / Baruch-MFE-Credit-Risk-Modeling
  ☆16Updated 9 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆143Updated 11 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆145Updated 8 years ago
• xialijun0801 / qfin
  Books for Quant Finance Interviews
  ☆82Updated 10 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆140Updated 5 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆90Updated 4 years ago
• YTZzzzz / cne5_factors
  ☆13Updated 7 years ago
• NehrenD / algo_trading_and_quant_strategies
  Supplemental Material for Algorithmic Trading and Quantitative Strategies
  ☆300Updated 4 years ago
• nicholashestand / Active_Portfolio_Management
  Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
  ☆107Updated 4 years ago
• cole-brown / hangman
  hanman solver program for job interview
  ☆41Updated 13 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆66Updated 7 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆378Updated 7 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆154Updated 5 years ago
• malyginvladimir / CQF
  This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
  ☆51Updated 2 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆48Updated 2 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆135Updated 4 years ago
• TheRockXu / Hierarchical-Risk-Parity
  This is the implementation for Hierarchical Risk Parity approach to portfolio optimization
  ☆31Updated 5 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆152Updated 5 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆122Updated 5 years ago
• cherrycha / Black-Litterman-Model
  Black-Litterman Model in python
  ☆16Updated 7 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆169Updated 7 years ago
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆158Updated 2 years ago
• Jeremy123W / Citadel-SoCal-Datathon-2018-1st-Place-Winners
  1st Place submission in the annual Citadel SoCal Data Open
  ☆24Updated 7 years ago
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆35Updated 7 years ago
• joelowj / Machine-Learning-and-Reinforcement-Learning-in-Finance
  Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
  ☆271Updated 5 years ago
• meagmohit / mlquant-interview-question-bank
  Question bank for ML/Quant Interviews
  ☆57Updated 3 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆15Updated 2 years ago
• beratkirik / CPP-Programming-for-Financial-Engineering
  QuantNet course on C++ programming (completed with Certificate with Distinction)
  ☆75Updated 3 years ago
• ququcai / option
  二叉树、CRR、期权定价、美式期权、欧式期权
  ☆45Updated 6 years ago