Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: mathematical-finance
finmath/finmath-smart-derivative-contract
Tools and analytics for smart derivative contracts.
Language: Java - Size: 17.3 MB - Last synced: 3 days ago - Pushed: 4 days ago - Stars: 10 - Forks: 6
wegamekinglc/Derivatives-Algorithms-Lib
AAD enabled and scripting included derivatives modeling.
Language: C++ - Size: 25.3 MB - Last synced: 13 days ago - Pushed: 13 days ago - Stars: 18 - Forks: 5
PyFE/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
Language: Python - Size: 3.32 MB - Last synced: 14 days ago - Pushed: 14 days ago - Stars: 129 - Forks: 68
fortitudo-tech/fortitudo.tech
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
Language: Python - Size: 16 MB - Last synced: 19 days ago - Pushed: 19 days ago - Stars: 149 - Forks: 20
AlbertLin0327/Least-Square-Monte-Carlo
A Program to calculate the price of American put or call option with Least Square Monte Carlo
Language: Python - Size: 325 KB - Last synced: 4 days ago - Pushed: 12 months ago - Stars: 12 - Forks: 3
fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language: Python - Size: 275 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 18 - Forks: 4
liomaix/liomaix.github.io
Lionel Sopgoui Website
Language: JavaScript - Size: 5.01 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0
romanmichaelpaolucci/Q-Fin
A Python library for mathematical finance
Language: Python - Size: 131 KB - Last synced: about 2 months ago - Pushed: 7 months ago - Stars: 367 - Forks: 51
EliteQuant/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
Size: 1.2 MB - Last synced: 3 months ago - Pushed: about 1 year ago - Stars: 2,688 - Forks: 551
ydkristanto/apl-simulasi-tabungan
Aplikasi Shiny untuk mensimulasikan permasalahan tentang tabungan.
Language: R - Size: 161 KB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0
kinest22/fin-math-notes
Mathematical finance study hall
Size: 16.3 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0
tiaraalamanda/computational-quantitative-finance
The repository aims to provide useful resources for financial practitioners, data scientists, and software developers interested in combining mathematics and information technology to analyze and optimize financial decisions.
Language: Jupyter Notebook - Size: 6.85 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0
chicago-joe/Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
Language: R - Size: 28.2 MB - Last synced: 3 months ago - Pushed: over 4 years ago - Stars: 24 - Forks: 11
dancixx/stochastic-js
This project try to bring closer the stochastic calculus and Typescript.
Language: TypeScript - Size: 293 KB - Last synced: 28 days ago - Pushed: 11 months ago - Stars: 5 - Forks: 0
asavine/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Language: C++ - Size: 107 MB - Last synced: 8 months ago - Pushed: over 2 years ago - Stars: 141 - Forks: 56
PyFE/FE-R
Financial Engineering in R
Language: R - Size: 89.8 KB - Last synced: 6 months ago - Pushed: about 3 years ago - Stars: 13 - Forks: 4
janka-moeller/Sig-SPT
Code for article "Signature Methods in Stochastic Portfolio Theory"
Language: Python - Size: 30.3 KB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0
anasarkawi1/mercury
A currently in development Python module made for algorithmic trading and sits at heart of Lycon.io and powers the platform.
Language: Python - Size: 41 KB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 1 - Forks: 0
Chandrachud23/Stock-prediction-using-LSTM
Predicting the stock price using LSTM model.
Language: Python - Size: 15.6 KB - Last synced: 11 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 1
conquerv0/Pynaissance
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
Language: Jupyter Notebook - Size: 74 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 20 - Forks: 10
larissensium/algo-trading-project
Testing the Model Explaining Concave Price Impact
Language: Jupyter Notebook - Size: 22 MB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0
white07S/Forex-Fibonacci
A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML
Language: Python - Size: 24.4 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 2
artemmavrin/binomial-options-pricing 📦
Find arbitrage-free initial price for options in the CRR binomial options pricing model
Language: C - Size: 7.81 KB - Last synced: about 1 year ago - Pushed: almost 7 years ago - Stars: 4 - Forks: 0
dfleis/macf402
Course material for Mathematical and Computational Finance 1
Language: TeX - Size: 13.7 MB - Last synced: about 1 year ago - Pushed: over 6 years ago - Stars: 4 - Forks: 0
dfleis/macf401
Course material for Mathematical and Computational Finance 1
Language: TeX - Size: 5.74 MB - Last synced: about 1 year ago - Pushed: over 6 years ago - Stars: 2 - Forks: 2
white07S/Pricing-Models
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
Language: Python - Size: 206 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 3
shivanshsinghal107/StockBot
A python telegram bot to fetch real-time global financial market indices, latest news articles in the world of finance & business, and articles of math models & finance for algorithmic trading
Language: Python - Size: 2.94 MB - Last synced: about 1 year ago - Pushed: about 4 years ago - Stars: 14 - Forks: 8
yilvas09/yilvas09-notes-mathfin-MITOCW
Notes for Topics in Mathematics with Applications in Finance (MITOCW)
Size: 385 KB - Last synced: over 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0
ap-browning/persisters
Supplementary code for "Persistence as an optimal hedging strategy"
Language: MATLAB - Size: 27.3 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 2 - Forks: 0
SupaMafia/Simple-Portfolio-Calculator
Portfolio Optimization is an important part of investment no matter what you are investing. It is a feature that many trading apps and platform offer, but at what cost. This is a program that takes two sets of indices and calculates optimum portfolio for either maximizing return or minimizing risk.
Language: Java - Size: 51.8 KB - Last synced: about 1 year ago - Pushed: almost 3 years ago - Stars: 1 - Forks: 0
