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awesome-datascience

:memo: An awesome Data Science repository to learn and apply for real world problems.

awesome-python-login-model

😮python模拟登陆一些大型网站，还有一些简单的爬虫，希望对你们有所帮助❤️，如果喜欢记得给个star哦🌟

binlog

A high performance C++ log library, producing structured binary logs

bitcoin-and-cryptocurrency-technologies

bitcoinbook

Mastering Bitcoin 2nd Edition - Programming the Open Blockchain

black-scholes-nn

Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das

black-scholes-option-pricing-model

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

blackscholes_nas

Can a neural network learn Black Scholes, yes...

bsneuralnet

Black Scholes Neural Network Visualization GUI

cereal

A C++11 library for serialization

codility-solutions

Codility test solutions with Java

cpp-design-pattern-derivatives-pricing

My codes and notes for Joshi's book: c++ design patterns and derivatives pricing

cpp-snippets

cppbestpractices

Collaborative Collection of C++ Best Practices. This online resource is part of Jason Turner's collection of C++ Best Practices resources. See README.md for more information.

cppcoreguidelines

The C++ Core Guidelines are a set of tried-and-true guidelines, rules, and best practices about coding in C++

cygnux

High-performance strategy platform and trading system implemented in Java

disruptor-cpp

Port of LMAX Disruptor to C++

ds-cheatsheets

List of Data Science Cheatsheets to rule the world

elitequant_cpp

C/C++ 11 High frequency quantitative trading platform. It follows modern design patterns such as event-driven, server/client architect, dependency injection and loosely-coupled robust distributed system. It is self-contained and can be used out of box. At the same time, it serves as server side for other EliteQuant projects.

estimation-of-implied-volatility

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

fiora

An interesting chat application power by socket.io, koa, mongodb and react

fixpp

fixpp - A modern C++ FIX library

hands-on-reactive-programming-with-reactor

Hands-On Reactive Programming with Reactor, published by Packt

heston-model

heston-pricing

Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.

heston_model

Calibration and pricing options in Heston model

horizon

Connectivity adapters for multiple financial markets implemented in Java

interview_python

关于Python的面试题

learn-black-scholes

ML for BS