Collection of notebooks about quantitative finance, with interactive python code.
#计算机科学#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
#算法刷题#Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
#计算机科学#A Deep Graph-based Toolbox for Fraud Detection
Applications of Monte Carlo methods to financial engineering projects, in Python.
#区块链#Machine learning models for time series analysis
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
#算法刷题#A collection of methods for solving Finance/Accounting equations, implemented in C#.
Python Financial ENGineering (PyFENG package in PyPI.org)
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.
#计算机科学#A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X
#计算机科学#Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
Markowitz portfolio optimization on synthetic and real stocks
😲🤑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📊 📈 📉
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
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 S...
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
#计算机科学#My approaches to Financial Forecasting Challenge by G-Research