mathematical-finance topic
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
Robust-Log-Optimal-Strategy-with-Reinforcement-Learning
We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.
Pynaissance
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian,...
Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
Q-Fin
A Python library for mathematical finance
xad
Comprehensive automatic differentiation in C++
fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
StockBot
A python telegram bot to fetch real-time global financial market indices, latest news articles in the world of finance & business, and articles of math models & finance for algorithmic trading