quantitative-finance
Here are 56 public repositories matching this topic...
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
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Jul 10, 2024 - C++
ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
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Jul 10, 2024 - C++
Financial Derivatives Calculator with 168+ Models (Options Calculator)
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Feb 16, 2024 - C++
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
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Sep 10, 2021 - C++
QuantLib ported to C++17 and with all Boost dependency removed
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Jul 29, 2017 - C++
Personal Project that implements a variety of HFT strategies in C++
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Apr 29, 2021 - C++
Use fuzzy logic control with PL/EL in MultiCharts
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Apr 1, 2019 - C++
C++ implementation of rBergomi model
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Jul 4, 2018 - C++
AAD enabled and scripting included derivatives modeling.
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Jun 30, 2024 - C++
Calculate technical factors for stocks in an efficient, maintainable and correct way
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Apr 6, 2020 - C++
A Qt GUI interface and build system for QuantConnect's Lean
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Apr 5, 2021 - C++
Fast risks with QuantLib in C++
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Jun 7, 2024 - C++
Derivatives pricing in modern C++.
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Aug 22, 2022 - C++
Event-driven backtesting engine written in C++
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Oct 5, 2021 - C++
A collection of small projects/snippets in C++, Excel, VBA, Python, etc.
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May 28, 2018 - C++
This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm…
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Oct 10, 2020 - C++
Coursera Financial Engineering and Risk Management Columbia University
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Dec 28, 2020 - C++
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