financialengineerlab Goto Github PK
Name: FineFinance
Type: User
Company: Non-Linear Financial Products
Bio: Non-Linear Structured Product Development
Name: FineFinance
Type: User
Company: Non-Linear Financial Products
Bio: Non-Linear Structured Product Development
3-D plot of the US Treasury yield curve using Python
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Actuarial cash flow model
This is the repository for Jakob Meldgaard and Alexandros Bøgeskov-Tsoronis master's thesis
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
2 books and related source codes for algorithmic trading.
algorithm trading backtest and optimization examples
Projects I've been working on throughout my time at Copenhagen University
Examples to demonstrate how to use the IVolatility API with the new Python wrapper.
"An example SVI calibration recipe", Gatheral & Jacquire (2014), available at https://arxiv.org/abs/1204.0646v4
Create & Plot ETI and FX Volatility Surfaces, Smile Curves, Term Structures, Forward Curves and more using Instrument Pricing Analytics Data and the Refinitiv Data Platform Library
GBHPricingLibrary
High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
Avellaneda-Stoikov HFT market making algorithm implementation
Example how to use Azure Batch with Numerix
C++ Trading Algorithm Backtest Environment
Code developed for the Advanced C++ and Modern Design Online Certificate taken with Baruch MFE program and taught by Dr. Daniel Duffy from QuantNet
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.