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

Interactive Streamlit app simulating Geometric and Arithmetic Brownian Motion. Visualize financial asset price movements with adjustable parameters for paths, time steps, volatility, and initial price.

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

Exotic Option Valuation using Monte Carlo Simulations

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

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