My solutions to the Jane Street puzzles.
☆62Jan 3, 2026Updated 7 months ago
Alternatives and similar repositories for jane-street-puzzles
Users that are interested in jane-street-puzzles are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆18Apr 28, 2024Updated 2 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 6 years ago
- My Solutions to Nomura's GM Quant Challenge 2022☆15Jun 28, 2022Updated 4 years ago
- Implemented a LightLGM model capable of predicting the closing price movements for hundreds of NASDAQ listed stocks using data from the…☆19Jan 8, 2024Updated 2 years ago
- Shahid Beheshti University ACM-ICPC team notebook☆14Nov 3, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High performance hybrid Monte Carlo simulation☆10Aug 23, 2026Updated last week
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 4 years ago
- Semantic Search Over 9 million Mathematical Theorems☆21Aug 19, 2026Updated last week
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- This repository contains all the code, model configurations, and experimental setups used during my participation in a data imputation co…☆20Jun 17, 2025Updated last year
- Analyze the analysts, then analyze their analysis☆18Oct 14, 2024Updated last year
- Code written for the IMC Prosperity trading competition in 2023.☆19Apr 4, 2023Updated 3 years ago
- NYU Tandon Machine Learning and Finance Fall 2022☆11Dec 13, 2022Updated 3 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆13Nov 9, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- ☆17Apr 8, 2021Updated 5 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Mar 18, 2026Updated 5 months ago
- Record of the Process of Seeking 2023 Summer Quant Internship.☆16Sep 4, 2022Updated 3 years ago
- ☆25Jul 24, 2025Updated last year
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- A DQN agent that optimally hedges an options portfolio.☆25Feb 4, 2020Updated 6 years ago
- IPython notebooks that illustrate the Pyomo optimization modeling software☆15Aug 5, 2015Updated 11 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- In-process Python for use within Excel☆20Oct 6, 2014Updated 11 years ago
- B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.☆16Aug 22, 2021Updated 5 years ago
- Official implementation of the algorithmic approach presented in the research paper entitled "Risk-Sensitive Policy with Distributional R…☆16Dec 19, 2022Updated 3 years ago
- [WACV 2024] MACP: Efficient Model Adaptation for Cooperative Perception.☆19May 3, 2024Updated 2 years ago
- Python implementation for regime-dependent portfolio optimization☆17Oct 14, 2023Updated 2 years ago
- STOC'D: Stochastic Trade Optimization for Credit Derivatives☆36Nov 8, 2024Updated last year
- A targeted resource for mastering Scikit-Learn, featuring practice problems, code examples, and interview-focused machine learning concep…☆18May 22, 2025Updated last year
- pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data☆16Apr 15, 2024Updated 2 years ago
- Technical and Quant Analysis Of Stock Market☆16Apr 30, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆16Oct 15, 2021Updated 4 years ago
- Stash of course resource of my courses @IITB CSE☆27Aug 1, 2023Updated 3 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Retrieve data for various multi-factor asset pricing models.☆19Feb 11, 2026Updated 6 months ago