The official example scripts for the Numerai Data Science Tournament
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Apr 15, 2022 - Jupyter Notebook
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quant-finance
Here are 8 public repositories matching this topic...
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
options
monte-carlo
derivatives
option-pricing
quantitative-finance
american-options
jump-diffusion
stochastic-volatility-models
black-scholes
fourier-transform
sabr
european-options
levy-processes
heston-model
asian-option
bermudan-option
lookback-option
variance-swap
barrier-option
quant-finance
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Sep 22, 2021 - MATLAB
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!
nlp
machine-learning
r
deep-learning
sentiment-analysis
trading
algorithms
cpp
data-analysis
trading-strategies
quantitative-finance
technical-analysis
fundamental-analysis
high-frequency-trading
quant-finance
market-microstructure-analysis
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Sep 15, 2021 - R
Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).
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Feb 20, 2022 - Jupyter Notebook
Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction
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Nov 30, 2020 - Jupyter Notebook
Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.
linear-regression
variance
regression-models
multiple-regression
regression-analysis
instability
deviations
market-analytics
quant-finance
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Aug 29, 2020 - Jupyter Notebook
An aave-like defi product that enables users to Lend,, borrow and repay assets. Assets are ERC-20 tokens.
ethereum
smart-contracts
pytest
solidity
dex
erc20
web3py
mainnet
weth
defi
uniswap
brownie
paraswap
kovan-network
aave-protocol
quant-finance
lending-pool
dai-tokens
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May 20, 2022 - Solidity
Defi: Swap, Deposit, Borrow, Approve ERC20, Borrow & Repay. Verify via Etherscan and Aave UI
smart-contracts
blockchain
python3
pytest
solidity
web3
erc20
web3py
weth
defi
uniswap
brownie
paraswap
kovan-network
aave-protocol
quant-finance
lending-pool
dai-tokens
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Updated
Apr 25, 2022 - Solidity
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