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kdbquantlib

APIs for interfacing kdb+ with QuantLib, a quantitative finance library written in C++

knou-2023-01

knou_opengl

knou_visualcpp

krypto-trading-bot_temp2

Self-hosted crypto trading bot (automated high frequency market making) written in C++

lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

levenberg-maquardt-example

Simple example of usage levmarq.c for solving Newton law of heating

levmar

Levenberg-Marquardt nonlinear least squares algorithms in C/C++

levyjump

C++ code to price an option that has levy jump dynamics, using three methods: Fourier transform, Monte Carlo, and Finite Differences.

libormodel

Market Model Calibration using QuantLib

library

limit-order-book

A C++ and Python implementation of the limit order book.

lmm-cpp

local-volatility-models-and-svi-parametrization

local_volatility_options

Local Volatility Option Pricing

longstaff-schwartz-lsmc

longstaffschwartz-cpp

lsmc-mpl-cpp

C++ code used throughout the thesis in MSc in Quantitative Finance

lss

Library containing linear system solvers including some ODE and PDE solvers. Written in C++17 for win64.

lss2_cpp

Library containing linear system solvers including some ODE and PDE solvers. Written in C++17 for win64. Migrated from LSS. Rewritten to use valarrays rather then vectors.

lunalibrary

quant library

machine-learning-and-applications-in-finance

This repository contains the practices and assignments of the machine learning course taught by Dr. Dominic O'Kane at EDHEC BS

machine-learning-for-finance

Machine Learning for finance and investment introduction

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

market-making-backtest

algo trading backtesting on BitMEX

market-microstructure-models

market_microstructure

For Baruch MFE Course

market_microstructure-1

MTH9879 Market Microstructure Homework Backup

marketmaker

A prototype for market maker

martinwiddicks_py

financial engineering projects fin514 - complex derivatives pricing, Monte Carlo simulations, binomial tree modeling, FD(cn, explict) methods, PDE derivation