A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
☆69Mar 10, 2023Updated 3 years ago
Alternatives and similar repositories for QuantPDE
Users that are interested in QuantPDE are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantitative Trading Library☆31Apr 14, 2016Updated 10 years ago
- Quantitative Finance exercises from Mark Joshi's textbooks☆15Dec 17, 2013Updated 12 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 9 years ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Aug 5, 2020Updated 6 years ago
- quant++: A C++ quantitative trading framework.☆23Jun 21, 2012Updated 14 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆12Sep 11, 2023Updated 2 years ago
- Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…☆26Jun 14, 2024Updated 2 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- AAD enabled and scripting included derivatives modeling.☆26Updated this week
- ☆18Sep 30, 2021Updated 4 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- A Python Pandas implementation of technical indicators and pass all comparison test with the TA-Lib☆10Nov 1, 2019Updated 6 years ago
- eLyXer (pronounced elixir) is a LyX to HTML converter. While there are a ton of such projects all over the web, eLyXer has a clear focus …☆13Dec 11, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Double Deep Q-Learning for Optimal Execution implementation☆10Apr 30, 2023Updated 3 years ago
- Volume Weighted Average Price Optimal Execution☆44Mar 12, 2019Updated 7 years ago
- Wicked fast, thread safe in-memory key/object store for C++☆11Dec 8, 2016Updated 9 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆20Sep 15, 2022Updated 3 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Sep 2, 2020Updated 6 years ago
- Open Source Market Risk Measurement for your portfolio.☆24Updated this week
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆55Feb 9, 2019Updated 7 years ago
- Baruch MFE program quant lab☆18Feb 19, 2017Updated 9 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.
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- Another software library on hierarchical matrices for elliptic differential equations☆22Sep 10, 2013Updated 12 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆24May 3, 2019Updated 7 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 3 years ago
- Sageopt enables proof-based signomial and polynomial optimization.☆14Mar 3, 2026Updated 6 months ago
- Stock trader based on CTP☆16Feb 22, 2014Updated 12 years ago
- A C++ Library for Strategy Backtesting☆22Jan 15, 2013Updated 13 years ago
- Various Smoothed Particle Hydrodynamics (SPH) methods for fluid simulation.☆12Jan 29, 2020Updated 6 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.
- A python API for GPU-powered stiff ODE models simulation☆11Jul 3, 2018Updated 8 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- Python for multiobjective cash management☆13Sep 21, 2017Updated 8 years ago
- ☆12May 25, 2018Updated 8 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆154Jul 18, 2014Updated 12 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- ☆12Dec 21, 2022Updated 3 years ago