sinjay Goto Github PK
Type: User
Type: User
High performance datastore for time series and tick data
Pythonic interface for Bloomberg Open API
This is a course project of the course ยซ Machine Learning for Finance ยป at ENSAE ParisTech.
Neural network local volatility with dupire formula
A Streamlit app to show how you can easily empower viewers to comment and collaborate on your app using a commenting component. The comments are hosted on a Google Sheets.
Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python
Extension of the rough Bergomi model which decouples smile and skew explosion rates.
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Collection of notebooks about quantitative finance, with interactive python code.
A python-based implementation of the HAR model to forecast realized volatility on SPY.
Estimation of the lead-lag parameter from non-synchronous data.
leet code
Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging
R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.
We implement the paper: Deep Learning Volatility
OKEx Open REST Api V3 Sdk, supported language: Java, Python, C#, C++, Go
Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.
Pricing and calibration models
Numba accelerated python library to calculate various black scholes equations
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Python Financial ENGineering (PyFENG package in PyPI.org)
Python Code for Quantitative Finance Papers
C++ implementation of rBergomi model
A Python implementation of the rough Bergomi model.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
๐ 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. ๐๐๐
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 โค๏ธ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.