olekssy / quant-financeView external linksLinks
Open souce quantitative finance models and algorithms with tutorials
☆48Apr 8, 2021Updated 4 years ago
Alternatives and similar repositories for quant-finance
Users that are interested in quant-finance are comparing it to the libraries listed below
Sorting:
- everything quantitative finance related☆25Oct 8, 2020Updated 5 years ago
- ☆16Aug 3, 2022Updated 3 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 4 years ago
- A Quantitative Finance Engineering Project☆15Apr 18, 2023Updated 2 years ago
- Gaussian Online Processes for Python☆19Jan 5, 2025Updated last year
- SABR Implied volatility asymptotics☆25May 22, 2020Updated 5 years ago
- ☆24Mar 15, 2020Updated 5 years ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆56Aug 6, 2025Updated 6 months ago
- With real market data using Black Scholes and Brentq☆26Mar 31, 2020Updated 5 years ago
- This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock tr…☆31Feb 9, 2021Updated 5 years ago
- Conditional Associative Logic Memory☆27Oct 30, 2017Updated 8 years ago
- Build Financial Software with Generative AI from Manning Publications by Christopher Kardell and Mark Brouwer☆17Dec 20, 2024Updated last year
- Smoothing algorithm and interpolation tool using cubic Bézier splines - reproduces Excel's smooth scatter plot☆16Sep 30, 2015Updated 10 years ago
- Python optimization library for mathematical programming.☆11Jul 22, 2022Updated 3 years ago
- State-space deep Gaussian processes in Python and Matlab☆30Jun 12, 2022Updated 3 years ago
- Wavelet Transform Modulus Maxima☆11Jun 2, 2021Updated 4 years ago
- Multi-tenant SaaS platform for ERPNext with Docker isolation☆13Jun 30, 2025Updated 7 months ago
- Code for "OnlineAugment: Online Data Augmentation with Less Domain Knowledge" (ECCV 2020)☆38Aug 23, 2020Updated 5 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- Katalog kurikulum FE, FHISIP, FST, dan FKIP Universitas Terbuka.☆10Mar 10, 2021Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆33Dec 27, 2022Updated 3 years ago
- A framework for historical volatility estimation and analysis.☆35Jun 14, 2020Updated 5 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆52Aug 28, 2021Updated 4 years ago
- A PyTorch Implementation of Neural Hawkes Process. Redefined.☆35Jul 14, 2020Updated 5 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆14Dec 2, 2023Updated 2 years ago
- Conformal Prediction library for Orange3☆10May 24, 2019Updated 6 years ago
- SciKit-Learn compatible library for training mixed-effects models.☆13Jun 9, 2023Updated 2 years ago
- Application for Math formula detection in image/pdf and then recognition☆12Jan 14, 2025Updated last year
- Magnetometer, Accelerometer and Gyroscope UDOO Management (FXAS21002C, FXOS8700CQ)☆11Nov 7, 2017Updated 8 years ago
- SHA-3 (KECCAK) Erlang NIFs (based on NIST reference C implementation)☆23Mar 3, 2023Updated 2 years ago
- Documentation☆10Jan 29, 2026Updated 2 weeks ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆37Oct 3, 2018Updated 7 years ago
- Python SIR-x model implementation☆10Dec 8, 2022Updated 3 years ago
- A rebar3 gpb rpc plugin for compiling .proto files☆14Aug 16, 2019Updated 6 years ago
- Federated Principal Component Analysis Revisited!☆43Nov 1, 2021Updated 4 years ago
- The simple and easy javascript library used for building UI for the web using JSON 🔥☆15Jun 11, 2021Updated 4 years ago
- Memcached client implementing binary protocol with native multiple keys support☆12Oct 2, 2024Updated last year