saaipraneeth / The-Data-Open-Citadel
Our teams's submission to the Datathon held at University of Waterloo, May 12 2018.
☆21Updated 6 years ago
Alternatives and similar repositories for The-Data-Open-Citadel:
Users that are interested in The-Data-Open-Citadel are comparing it to the libraries listed below
- 1st Place submission in the annual Citadel SoCal Data Open☆22Updated 6 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated last year
- Question bank for ML/Quant Interviews☆47Updated 2 years ago
- Jane Street quant interview/test☆100Updated 7 years ago
- ☆59Updated 10 months ago
- Reinforcement Learning in Finance☆15Updated 4 years ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆114Updated 4 years ago
- Books for Quant Finance Interviews☆66Updated 9 years ago
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆34Updated 5 years ago
- Deep Optimal Stopping Project☆16Updated 5 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆40Updated last year
- ☆45Updated 4 years ago
- My solutions to puzzles released monthly from Jane Street☆13Updated 7 months ago
- Baruch MFE program quant lab☆23Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆30Updated 4 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆26Updated 4 years ago
- My solutions to the problems in Fifty Challenging Problems in Probability by Frederick Mosteller☆236Updated 5 years ago
- ☆31Updated 7 months ago
- Deep Neural Networks for Options Pricing (Python)☆42Updated 6 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆15Updated 3 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago
- ☆69Updated 3 years ago
- Quant interview problems with answers.☆15Updated 6 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆48Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 5 years ago
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆28Updated 5 years ago