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

Powerful automatic differentiation in C++ and Python

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

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 frequency trading, NLP, technical analysis and more. Hope you enjoy it!

Transformer for Portfolio Optimization. Applicable to Mid/Low Frequency Trading

Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.

IB Gateway in a headless docker container.

The official example scripts for the Numerai Signals Data Science Tournament

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

RustyQlib: A quant library for derivative pricing and quantitative finance

I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.

High-Performance Automatic Differentiation for Python

Quantitative Finance Library built in Rust

Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction

Trading Evolved book code

Defi: Swap, Deposit, Borrow, Approve ERC20, Borrow & Repay. Verify via Etherscan and Aave UI

Exotic Option Valuation using Monte Carlo Simulations

An aave-like defi product that enables users to Lend,, borrow and repay assets. Assets are ERC-20 tokens.

A comprehensive list of quantitative finance portfolio/strategy performance measures.

Analyze and compare investments in popular ETF invesments. Choose a starting capital, the ETFs, and a specific date range