quant-finance topic
example-scripts
A collection of scripts and notebooks to help you get started quickly.
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Algo-Trading
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 frequen...
xad
Comprehensive automatic differentiation in C++
portfolio_management
Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).
ibga
IB Gateway in a headless docker container.
signals-example-scripts
The official example scripts for the Numerai Signals Data Science Tournament
Quant-Finance-Projects
Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.