Master the art of simulating stochastic processes with comprehensive recipes for processes including the Brownian bridge and fractional Brownian motion.
☆31Apr 3, 2026Updated 6 months ago
Alternatives and similar repositories for GaussianCookbook
Users that are interested in GaussianCookbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A Python library for mathematical finance☆675Oct 31, 2023Updated 2 years ago
- A library of Jupyter notebooks and corresponding YouTube lectures by Roman Paolucci☆1,548Aug 6, 2026Updated 2 months ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL a…☆19Jun 1, 2026Updated 4 months ago
- Detection of GARCH volatility Regime-switches in Python☆13Dec 20, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neu…☆14Aug 1, 2022Updated 4 years ago
- [CVPR2022] Point Cloud Pre-training with Natural 3D Structures☆13Nov 21, 2024Updated last year
- Unsupervised regime detection for financial time series using embeddings and clustering.☆14Jun 3, 2025Updated last year
- ☆19Updated this week
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 3 years ago
- Python implementation for regime-dependent portfolio optimization☆17Oct 14, 2023Updated 3 years ago
- This repository accompanies our paper, “The BIS Multisector Model: A Multi-Country Environment for Macroeconomic Analysis”, authored by M…☆19May 4, 2026Updated 5 months ago
- Rule-based Algorithmic Trading using a Genetic Algorithm and Machine Learning Signals for the Cryptocurrency Market.☆28Jun 28, 2019Updated 7 years ago
- Winter Semester Object Orientated Programming Fundamentals Course☆11Dec 6, 2017Updated 8 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- A simple web app to search for economics papers in economics journals.☆23Oct 2, 2026Updated 3 weeks ago
- Open-source options gamma exposure (GEX) & positioning dashboard — dealer GEX, max pain, open interest, IV surface. Self-hosted, Docker, …☆90Oct 12, 2026Updated 2 weeks ago
- National Stock Exchange (India) (nseindia.com) Web-Scraping For collecting data for real-time visualization and machine learning projects…☆20Aug 11, 2024Updated 2 years ago
- Use of LSTM to predict the implied volatility skew in financial markets☆12Apr 9, 2024Updated 2 years ago
- Scientific software written in Python 3 for the creation of Recurrence Plot (RP), Cross Recurrence Plot (CRP), and Joint Recurrence Plot …☆30Mar 27, 2021Updated 5 years ago
- A lightweight TradingView-style charting app built with React. It supports interactive candlestick charts, drawing tools, and technical i…☆32Oct 17, 2026Updated last week
- Instantly integrate 1400+ AI APIs into your code - The ultimate Claude Code skill for seamless 302.AI API integration☆11Apr 20, 2026Updated 6 months ago
- Interactive 3D Git history visualizer & time-travel explorer with AI-powered codebase lore☆28Aug 18, 2026Updated 2 months ago
- A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML☆13Aug 2, 2022Updated 4 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 9 years ago
- An option payoff visualizer that allows you to add and customize strategies and visualize their payoffs. Site built with React, Material …☆38Nov 30, 2023Updated 2 years ago
- A swarm of LLM agents that will help you test, document, and productionize your code!☆20Oct 13, 2026Updated 2 weeks ago
- Interactive trading-strategy backtester built with Python, FastAPI, and React, with performance metrics and Plotly charts.☆39Jul 30, 2025Updated last year
- Free, open source trading terminal. Agentic IDE for Python strategies and backtests. LSE market data integrated; connects to other data p…☆67Sep 2, 2026Updated last month
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- ☆16Aug 19, 2019Updated 7 years ago
- Official binaries of Microsoft DirectX for Linux extracted from Windows Subsystem for Linux 2 (WSL 2)☆12May 19, 2026Updated 5 months ago
- Open-source systematic trading framework that is optimized for performance and reduce probabilities of bias and overfitting.☆25Jun 2, 2026Updated 4 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Option pricing and payoff charts in React☆17May 13, 2024Updated 2 years ago
- ☆11Apr 7, 2026Updated 6 months ago
- A Step-by-step guide on how to build a sturdy discounted cash flow model to calculate NPV, IRR, Payback Period and Multiple Invested Capi…☆11May 4, 2021Updated 5 years ago
- My walkthroughs, designed to help build solid fundamentals and understanding for concepts in data structures and algorithms, and how to i…☆12Mar 8, 2023Updated 3 years ago
- Intraday Time Series Momentum trading strategy on 5-min bitcoin data☆14Jan 14, 2025Updated last year
- Analyze the analysts, then analyze their analysis☆18Oct 14, 2024Updated 2 years ago
- Option Greeks: Calculation and Visualization☆26Jun 12, 2023Updated 3 years ago