quant-finance topic

A collection of scripts and notebooks to help you get started quickly.

numerai

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

jkirkby3

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...

Manudecara

Comprehensive automatic differentiation in C++

auto-differentiation

Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).

westonplatter

IB Gateway in a headless docker container.

heshiming

The official example scripts for the Numerai Signals Data Science Tournament

numerai