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2project

3d_yield_curve_python

3-D plot of the US Treasury yield curve using Python

aadpararllelfin

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

actuarialcashflowmodel

Actuarial cash flow model

adm-course-colab

afns_master_thesis_code

This is the repository for Jakob Meldgaard and Alexandros Bøgeskov-Tsoronis master's thesis

agm

agm6-project

ai_project

aldrin_zeliade_cs

algo-trading-py

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!

algorithmic-trading-with-python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan

algorithmic_trading_book

2 books and related source codes for algorithmic trading.

algotrading-example

algorithm trading backtest and optimization examples

alillevangbech-cpp-xlsx

Projects I've been working on throughout my time at Copenhagen University

analyzingalpha

arbitrage-free-svi-volatility-surfaces

"An example SVI calibration recipe", Gatheral & Jacquire (2014), available at https://arxiv.org/abs/1204.0646v4

article.rdplibrary.python.volatilitysurfaces_curves_py

Create & Plot ETI and FX Volatility Surfaces, Smile Curves, Term Structures, Forward Curves and more using Instrument Pricing Analytics Data and the Refinitiv Data Platform Library

auto-callable-contingent-interest-notes_cpp

autocall_py

GBHPricingLibrary

autocallable_cranknicolson_py

autocallengine_ql

automated_trading

High Frequency Trading (HFT) done using the Alpaca Trade API and Python.

avellaneda-stoikov

Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.

avellaneda-stoikov-1

Avellaneda-Stoikov HFT market making algorithm implementation

azbatch-numerix

Example how to use Azure Batch with Numerix

backtest-environment

C++ Trading Algorithm Backtest Environment

baker_creek-lhs-cpp

baruch-advanced-cpp

Code developed for the Advanced C++ and Modern Design Online Certificate taken with Baruch MFE program and taught by Dr. Daniel Duffy from QuantNet

baruch-mfe-lab

Baruch MFE program quant lab