lifulin / BaruchCPPHWLinks
Homework for Baruch C++ Programming for Financial Engineering Course
☆32Updated 5 years ago
Alternatives and similar repositories for BaruchCPPHW
Users that are interested in BaruchCPPHW are comparing it to the libraries listed below
Sorting:
- ☆16Updated 9 years ago
- Barra-Multiple-factor-risk-model☆148Updated 8 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆110Updated 4 years ago
- Machine Learning-Driven Quantamental Investing☆142Updated 5 years ago
- ☆53Updated 8 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆304Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆97Updated 4 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆29Updated 2 years ago
- ☆163Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Updated 8 years ago
- Books for Quant Finance Interviews☆81Updated 10 years ago
- hanman solver program for job interview☆41Updated 13 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Updated 6 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆383Updated 7 years ago
- Provide risk forecasts by Barra China Equity Model☆174Updated 7 years ago
- Barra Multifactor Model☆160Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- 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
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆149Updated 11 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆54Updated 2 years ago
- ☆13Updated 7 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- World Quant 101 alphas的计算和策略化☆321Updated 8 years ago
- This repository will follow the book "Advances in Financial Machine Learning" by marcos lopez de prado.☆10Updated 6 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆76Updated 5 years ago