Collection of notebooks about quantitative finance, with interactive python code.

C++ DataFrame for statistical, financial, and ML analysis in modern C++

Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.

A Deep Graph-based Toolbox for Fraud Detection

Applications of Monte Carlo methods to financial engineering projects, in Python.

Machine learning models for time series analysis

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

A collection of methods for solving Finance/Accounting equations, implemented in C#.

Python Financial ENGineering (PyFENG package in PyPI.org)

OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X

C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators

Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.

😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉

Demeter is a blockchain backtesting tool that supports trading types such as swaps, liquidity provider, lending, and options. It is compatible with markets including Uniswap, GMX, Aave, Deribit, and Squeeth.

Markowitz portfolio optimization on synthetic and real stocks

My approaches to Financial Forecasting Challenge by G-Research

applications for risk management through computational portfolio construction methods

Optimization techniques on the financial area for the hedging, investment starategies, and risk measures

Discover how to leverage MATLAB for quantitative finance modeling

欢迎来到数学资源库！本项目旨在为苏州大学数学科学学院的学生和数学爱好者提供作业与考试资料。希望通过此平台，帮助提升数学知识理解和应用的水平，并鼓励大家合作学习。

Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

It is a Jupyter notebook that compares different trading strategies using technical analysis, machine learning, and deep learning methods.

This project is a Python-based trading simulator that allows users to simulate trading strategies, manage an order book, and interact with a mock trading environment using various algorithmic traders. The simulator includes a FIX (Financial Information eXchange) protocol handler, a market-making algorithm, and synthetic liquidity generation.

using the Inverse-Transform method to speed up options pricing simulations in R

KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@