yc-liu / readings
☆79Updated 6 years ago
Alternatives and similar repositories for readings:
Users that are interested in readings are comparing it to the libraries listed below
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆180Updated 4 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated 2 months ago
- Study resources for quantitative finance☆114Updated 3 years ago
- ☆215Updated last year
- Goldman Sachs - Quantitative Strategies Research Notes☆336Updated 4 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆94Updated 3 months ago
- volatility arbitrage in Heston model☆44Updated 2 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆202Updated last month
- Portfolio Construction and Risk Management book's Python code.☆86Updated last month
- The CQF program☆86Updated 8 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆113Updated last year
- The CQF resources and my learning records☆141Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆254Updated last week
- A collection of homeworks of market microstructure models.☆225Updated 6 years ago
- We implement the paper: Deep Learning Volatility☆185Updated 4 years ago
- Quant Research☆71Updated 2 weeks ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆96Updated 2 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆70Updated 2 years ago
- ☆135Updated last year
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆144Updated last year
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆54Updated 2 years ago
- Here you will find materials for the course of Computational Finance☆411Updated last year
- Algo Trading Research & Documentation☆17Updated 9 months ago
- Trading intern test☆32Updated 6 years ago
- Codes for the concepts related to quantitative finance☆51Updated last week
- ☆81Updated 4 months ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆110Updated 3 weeks ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆64Updated 3 years ago
- HFT signals on GDAX☆91Updated 7 years ago
- Python Code for Quantitative Finance Papers☆39Updated 5 months ago