Over the coming months I will change the layout and structure of this repository. At the moment, the repository has been structured after subject and resources. But I will gradually change it to a walk-through of each significant topic.
I will be starting with quantitative finance, specifically walking through work and examples on quantitative portfolio management, as this has recently become desired by others.
If you've found yourself wanting to contribute either with some content or with a donation. Please feel free to reach out to me on Email: mark@brezina.dk or Mark Brezina - Linkedin
Acknowledgment
Author: Mark Brezina
Contributors: Aksel Fristrup
Quantitative finance - link
- Trading
- Portfolio management
- Risk management
- Pricing
Insurance - link
- Pricing
- Reserving
- Life
- Non-Life/General/causality
AI and Machine Learning - link
- AI
- Machine Learning
- Deep learning
Coding and IT - link
- Databases and SQL
- Windows Apps and Visual Basic
- Python and R
- C++ and C#
- Java and others
- APIs, connections and applications
- Automation, .bat, .cmd etc.
Abstract Mathematics - link
- Geometry
- Algebra
- Number theory
Probability and statistics - link
- Basic Probability
- Stochastic processes
- Stochastic calculus
- Basic Statistics
- Mathematical Statistics
- Time series
- Signal analysis
- etc.
Applied Mathematics - link
- Financial mathematics
- Optimization (linear, convex, stochastic)
- Advanced Financial mathematics
- AI and Machine learning
- Coding and IT
- Insurance and Risk
- Mathematics, pure maths, geometry
- Quantitative finance, Algorithmic Trading, Alpha
- Statistics, Probability, Stochastic processes
- Others
resource(Video, website, book, code)
- Books, Notes, Slides
- Code, repositories, packages
- Videos, channels, playlists
- Websites, forums, blogs
Special Topics
A massive thanks to the following.
Jonas Hal, Anton Vorobets, David Skovmand, Peter Cotton with his Microprediction, Henrik Hørsløv, Grananqvist, Jackal08, Snehilms, Je-suis-TM,
These need working on for quantitative finance
- Blackrock - dig through their repos and find useful algorithms, blogs and documents
- Jump Trading - dig through their repos, look through the CTO's repos
- Hudson River Trading - look through followers, presumably lots of Hudson employees
- Point72
- AQR Capital Management
- D. E. Shaw Research
- D. E. Shaw Group
- Bridgewater associates - not much here, try looking through followers
- Jane Street - mostly OCaml, but maybe some useful algorithms
- Goldman Sachs - these guys don't have anything interesting, dig through their followers.
- https://www.acquired.fm/episodes/renaissance-technologies
https://github.com/georgezouq/awesome-ai-in-finance
https://www.quora.com/What-is-the-method-used-by-quantitative-hedge-funds-such-as-Renaissance-Technologies-to-generate-profits https://www.linkedin.com/feed/update/urn:li:activity:7181549889821016066/?updateEntityUrn=urn%3Ali%3Afs_updateV2%3A%28urn%3Ali%3Aactivity%3A7181549889821016066%2CFEED_DETAIL%2CEMPTY%2CDEFAULT%2Cfalse%29
https://github.com/ryanrussell/Lean/tree/master
https://github.com/ryanrussell
https://github.com/f0ster/QuantResearch
https://github.com/letianzj/QuantResearch
https://github.com/wilsonfreitas/awesome-quant
https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading
https://github.com/firmai/financial-machine-learning
https://github.com/huseinzol05/Stock-Prediction-Models
https://github.com/pradeephyd/shashankvemuri-Finance
https://github.com/LastAncientOne/Deep_Learning_Machine_Learning_Stock https://github.com/robcarver17/systematictradingexamples https://github.com/robcarver17/pysystemtrade_examples
https://github.com/LongOnly/Quantitative-Notebooks https://github.com/MarcosCarreira/DermanPapers
https://github.com/rsvp/fecon235 https://github.com/rsvp/Kalman-and-Bayesian-Filters-in-Python https://github.com/dedwards25/Python_Option_Pricing
https://github.com/antontarasenko/awesome-economics