moseslv / baruch-mfe-labView external linksLinks
Baruch MFE program quant lab
☆17Feb 19, 2017Updated 8 years ago
Alternatives and similar repositories for baruch-mfe-lab
Users that are interested in baruch-mfe-lab are comparing it to the libraries listed below
Sorting:
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- ☆16Nov 16, 2016Updated 9 years ago
- quant++: A C++ quantitative trading framework.☆23Jun 21, 2012Updated 13 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆16May 26, 2017Updated 8 years ago
- Baruch MFE program quant lab☆31May 29, 2018Updated 7 years ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆17Jul 18, 2022Updated 3 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated last month
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆13Aug 7, 2025Updated 6 months ago
- Some example code☆12Jul 23, 2024Updated last year
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- ☆17Aug 28, 2024Updated last year
- TEJ_API_Python_實戰應用☆13Dec 26, 2024Updated last year
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆41Dec 27, 2017Updated 8 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- 新一代API課程範例☆18Jul 15, 2025Updated 7 months ago
- Python Code for Quantitative Finance Papers☆46Oct 2, 2024Updated last year
- Set of functions to perform (financial) peer performance calculations☆12Aug 18, 2025Updated 5 months ago
- Full code for my Medium article on how I code a simple Python Stock Screen.☆13Apr 17, 2024Updated last year
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated 7 months ago
- 金融计量 基于协整的配对交易☆12Oct 27, 2021Updated 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Python Workshops by CSE@UIUC☆10Apr 25, 2017Updated 8 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated last year
- OpenAI + LINE + Vercel = GPT AI Assistant☆12Apr 23, 2025Updated 9 months ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- ☆12Nov 25, 2023Updated 2 years ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago
- Automated Trading Bot☆12Nov 27, 2024Updated last year
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- telegram investment advice bot☆15Jul 3, 2023Updated 2 years ago
- BASIC_PYTHON_TRADING_BOOK☆13Sep 8, 2024Updated last year
- 回測台指期日內當沖交易,若在開盤後在不同點位進場,持有至收盤出場,統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- ☆10Mar 16, 2022Updated 3 years ago