quantitative-finance
Here are 59 public repositories matching this topic...
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
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Jan 8, 2025 - C++
ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
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Jan 31, 2025 - C++
Financial Derivatives Calculator with 171+ Models (Options Calculator)
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Jan 30, 2025 - 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++
Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
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Jun 12, 2024 - 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++
Fast risks with QuantLib in C++
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Oct 5, 2024 - C++
Calculate technical factors for stocks in an efficient, maintainable and correct way
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Sep 11, 2024 - C++
AAD enabled and scripting included derivatives modeling.
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Sep 28, 2024 - C++
A Qt GUI interface and build system for QuantConnect's Lean
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Apr 5, 2021 - 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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Sep 17, 2024 - C++
A collection of small projects/snippets in C++, Excel, VBA, Python, etc.
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May 28, 2018 - C++
A collection of derivative pricing module implemented in C++ and Python
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May 13, 2020 - C++
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