financialengineerlab Goto Github PK

swapsbook

Interest Rate Swaps – Theory, Pricing and Practice

swaption-pricing-hedging_cpp

Swaption Pricing and Hedging with Hull-White One Factor Model

systematictradingexamples-py

Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com

systemdesign

Design and Implementation of Financial System

targetredemptionengine

targetredemptionforwardpricer

Target Redemption Forward Pricer

tarn-pricing_cpp

TARN pricing

technicalnote_py

Technical notes on ...

tempquantlibforcurve

term_structure_models_py

test_alveo-ficc-cpp-fdm

testing-and-tuning-market-trading-systems

Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters

text_analysis

Code for Textual Factor Framework in Cong, Liang and Zhang 2019

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

tfquant-py

the-development-of-a-predictive-model

Repository supporting the series of Papers: Algorithmic Fixed Income Trading on Macro-Financial Indicators

the-heston-model-calibration

time-series-analylsis

Source Code for 'Hands-on Time Series Analysis with Python' by B V Vishwas and Ashish Patel

tlon

The Tlön programming language.

trading-engine-server

Walk through with coding Jesus to learn some C# and servers

trading-system

Trading Competition Code

tradingsystem-baruchmfe

treasuryfuturetrading

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

uchicagomwtc2019

udemy-scientific-computing-in-cpp

uncertain-volatility-and-static-hedge

uncertain volatility and static hedge VBA

universitylabs-hallsmoore

It is just a project that contains mostly my labs from the university

upbit-coin-auto-trading

Auto coin trading application with serverless / 업비트 코인 자동화 거래 서버리스 어플리케이션

upbit-coin-auto-trading-1

업비트 거래소 코인 자동매매

useful_code-ficc-cpp