A list of online resources for quantitative modeling, trading, portfolio management

A Python library for mathematical finance

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

Python Financial ENGineering (PyFENG package in PyPI.org)

Entropy Pooling in Python with a BSD 3-Clause license.

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

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

A python telegram bot to fetch real-time global financial market indices, latest news articles in the world of finance & business, and articles of math models & finance for algorithmic trading

AAD enabled and scripting included derivatives modeling.

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

Tools and analytics for smart derivative contracts.

A Program to calculate the price of American put or call option with Least Square Monte Carlo

Financial Engineering in R

A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML

Code for article "Signature Methods in Stochastic Portfolio Theory"

This project try to bring closer the stochastic calculus and Typescript.

This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.

Course material for Mathematical and Computational Finance 1

This Jupyter notebook presents a comprehensive mathematical framework for predicting Bitcoin price movements using stochastic calculus, Fourier analysis, and technical indicators, combining Monte Carlo simulation with RSI and CCI metrics for enhanced accuracy.

All code, scripts, and figures for Topological Data Analysis related papers.

Course material for Mathematical and Computational Finance 1

Find arbitrage-free initial price for options in the CRR binomial options pricing model

Supplementary code for "Persistence as an optimal hedging strategy"

Welcome to the course page for Stochastic Calculus and Mathematical Finance, taught by Prof. Sandeep Juneja.

Mathematical token launchpad featuring quadratic bonding curves, oracle-managed lifecycles, and automated graduation.

A simple quantitative finance package for algorithmic trading and financial analysis framework.

The repository aims to provide useful resources for financial practitioners, data scientists, and software developers interested in combining mathematics and information technology to analyze and optimize financial decisions.

End-to-end Python Implementation of Bergault et al.'s (2025) methodology for constructing yield curves without traditional bonds. Implements inverse options replication, robust statistical methods, and closed-form analytical solutions for risk-neutral interest rate discovery in digital asset markets.

This program enables you to identify the relative strength of US sector ETF to the SP 500 index.