A repository of basic quantitative finance tools to be used on other projects
☆11Mar 19, 2020Updated 6 years ago
Alternatives and similar repositories for quant-finance-fundamentals
Users that are interested in quant-finance-fundamentals are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Maskinlæringsprosjekter for produksjon av Næringenes Økonomiske Utvikling statistikker☆16Dec 24, 2024Updated last year
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- ☆21Jun 22, 2020Updated 6 years ago
- ☆18Mar 26, 2018Updated 8 years ago
- ☆50Jun 19, 2020Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 2 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- Code, mostly in R, for charts and analysis on our blog.☆13Updated this week
- Machine Learning for Factor Investing in Python☆11Nov 24, 2020Updated 5 years ago
- ☆14Mar 10, 2024Updated 2 years ago
- A Perfect Repository For Data Anaysis with Jupyter Notebook.☆13Sep 28, 2021Updated 4 years ago
- awesome-financial-networks☆41Jul 15, 2019Updated 7 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- mysql/MariaDB stock price database☆18Feb 15, 2021Updated 5 years ago
- awesome reinforcement learning for trading domain☆15Nov 5, 2020Updated 5 years ago
- ☆11Mar 20, 2015Updated 11 years ago
- Performance attribution analysis, value investment, original investment ideas, alpha seeking☆20Nov 18, 2025Updated 8 months ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 7 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆23Apr 11, 2020Updated 6 years ago
- ☆28Aug 26, 2024Updated last year
- Calculate expected profit & loss for options☆15Aug 5, 2019Updated 6 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆26Sep 9, 2020Updated 5 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- A JupyterLab extension for reviewing GitHub pull requests☆38Feb 7, 2026Updated 5 months ago
- A deep learning project to detect driver drowsiness using computer vision. Features real-time monitoring and alert system. Built with Pyt…☆11Jun 18, 2024Updated 2 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- Courses taught by Jeff☆18Dec 11, 2020Updated 5 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆12Mar 7, 2019Updated 7 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆10Jun 11, 2018Updated 8 years ago
- ☆13Jun 9, 2019Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- an open source algorithmic trading engine optimized for a great developer experience☆10Jun 15, 2023Updated 3 years ago
- Basic Python Programs☆10May 5, 2024Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- ☆10May 12, 2015Updated 11 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆11Apr 13, 2017Updated 9 years ago