GitHub topics: quant-finance
somshrivastava/equity-research-screener
Machine learning pipeline for equity research with neural EBIT prediction, EBIT/EV-based portfolio optimization, and backtesting via a Streamlit interface.
Language: Python - Size: 6.52 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 1 - Forks: 0
analoguy1/spx-vol-surface-svi
SPX option chain volatility surface fitting with SVI and arbitrage diagnostics
Language: Jupyter Notebook - Size: 1.79 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 0 - Forks: 0
TimFrenzel/slides
Slide decks on quantitative finance, machine learning, AI, data analytics, real estate, and data engineering.
Language: JavaScript - Size: 1.34 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 0 - Forks: 1
numerai/signals-example-scripts
The official example scripts for the Numerai Signals Data Science Tournament
Language: Jupyter Notebook - Size: 692 KB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 30 - Forks: 14
IsabellaBrander28/social-sentiment-trader2
Quant trading backtester using financial news sentiment analysis.
Language: Python - Size: 165 KB - Last synced at: 18 days ago - Pushed at: 18 days ago - Stars: 0 - Forks: 0
manohar6317/live_strategy_backtester
C++ trading system for BTC/USDT with backtesting engine, live shadow trading simulation, Binance API integration, algorithmic trading strategies, risk management, order matching, performance analytics (Sharpe, Sortino, Max Drawdown), and modular architecture for quantitative finance and crypto trading research.
Language: C++ - Size: 438 KB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 0 - Forks: 0
FlorianDaunay/SPFinder
web-based tool to visualize structured financial products payoff and greeks
Language: TypeScript - Size: 13.1 MB - Last synced at: 23 days ago - Pushed at: 23 days ago - Stars: 1 - Forks: 0
cybergeekgyan/Quant-Developers-Resources
Resources to Prepare for Quant Developers/ Quantitative Researcher/ Quantitative Trader/ Quant Analyst/ Software Engineers in Quant Trading Firms and HFTs
Size: 74.4 MB - Last synced at: 29 days ago - Pushed at: 29 days ago - Stars: 753 - Forks: 127
auto-differentiation/xad
Powerful automatic differentiation in C++ and Python
Language: C++ - Size: 1.27 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 379 - Forks: 44
Taz33m/tracebook
A high-performance, parallelized order book simulator with trace-level performance introspection using magic-trace. Designed for systems engineers and quant-minded developers.
Language: Python - Size: 1.09 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0
heshiming/ibga
IB Gateway in a headless docker container.
Language: Shell - Size: 8.9 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 32 - Forks: 5
numerai/example-scripts
A collection of scripts and notebooks to help you get started quickly.
Language: Jupyter Notebook - Size: 38.4 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 975 - Forks: 289
champsss123/Citi-Bank-Stock-Price-Prediction-Using-Machine-Learning-
Predict Citi Bank stock prices using machine learning with models like Random Forest and Decision Tree. Explore key findings and features on GitHub! 🐙📈
Language: Jupyter Notebook - Size: 540 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
hardiktrehan1/Citi-Bank-Stock-Price-Prediction-Using-Machine-Learning-
A machine learning project predicting Citi Bank’s stock price using financial and macroeconomic data.
Language: Jupyter Notebook - Size: 538 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
Muhammadwaqar12345/Signal_Script
Explore the Signal_Script repo for a simple arbitrage bot that automates trading and helps you earn passive income. 🌟💻 Test it today!
Size: 165 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
jialuechen/windtunnel
Python Market Simulation Engine Built on top of Generative AI
Language: Python - Size: 4.12 MB - Last synced at: about 1 month ago - Pushed at: 2 months ago - Stars: 108 - Forks: 10
yv3333/c-trading-machine
Professional cryptocurrency trading bot with multi-exchange support, strategy backtesting, and Telegram integration. Build your trading strategies easily! 🚀💻
Language: Python - Size: 30.3 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0
gautierpetit/hedge-fund-portfolio-optimization
Semi-parametric hedge fund portfolio optimization – MSc Finance thesis project (HEC Lausanne)
Language: Python - Size: 67.1 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0
abuquant/abu
🛠️ ABU Quant System — A powerful, offline-first backtesting platform for quantitative trading strategies. Activate the complete system for data-driven strategy development without needing an internet connection.
Size: 25.4 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
mayank96484/Data-Driven-Portfolio-VIX-Sector-Regression
Quant Portfolio Backtest using VIX, Sector ETF's, and CAPM Beta
Size: 573 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
Sampeddyy/-Z-Score-Arbitrage-Monitor
A Python bot that tracks Z-score deviations across crypto pairs to detect arbitrage opportunities in real time.
Language: Python - Size: 0 Bytes - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
auto-differentiation/xad-py
High-Performance Automatic Differentiation for Python
Language: Python - Size: 157 KB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 13 - Forks: 1
shiva8395/ml_trading_signal
AI-powered trading signal engine with FastAPI backend, Streamlit dashboard, and SHAP explainability.
Language: Python - Size: 0 Bytes - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
Kaift4/Stock-portfolio-optimization-algo-using
A quantitative portfolio optimization script that leverages historical price data, log-normal returns, and covariance analysis to compute optimal asset allocation via Sharpe ratio maximization using the SLSQP method under bounded constraints.
Language: Python - Size: 6.84 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
Nstar9/Options-Pricing-Greeks
European Options Pricing using Black-Scholes Model with Greeks Calculator and Monte Carlo Simulation. Visualizations and real-world explanations included.
Language: Python - Size: 150 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
siddharthqs/RustyQLib
RustyQlib: A quant library for derivative pricing and quantitative finance
Language: Rust - Size: 6.99 MB - Last synced at: 3 days ago - Pushed at: 6 months ago - Stars: 18 - Forks: 2
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Language: MATLAB - Size: 381 KB - Last synced at: 7 months ago - Pushed at: 10 months ago - Stars: 179 - Forks: 67
MeetThePatel/ItoLib
Quantitative Finance Library built in Rust
Language: Rust - Size: 180 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0
adamd1985/news-based-event-driven_algotrading
Algo-trading on corporate actions by leveraging NLP.
Language: Jupyter Notebook - Size: 47 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
engineerinvestor/Investment-Alpha-Significance
This repository hosts a Python notebook analyzing the years needed to achieve statistical significance in investment alpha. It visualizes challenges in proving significant alpha, promoting systematic and index fund investing for long-term stability.
Language: Jupyter Notebook - Size: 47.9 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
westonplatter/portfolio_management 📦
Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).
Language: Jupyter Notebook - Size: 984 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 15 - Forks: 7
bundubuduri/aave-like-defi-product
An aave-like defi product that enables users to Lend,, borrow and repay assets. Assets are ERC-20 tokens.
Language: Solidity - Size: 9.77 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
sherrytp/TradingEvolved
Trading Evolved book code
Language: Jupyter Notebook - Size: 97.1 MB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 1
maxzager/Financial-series-and-Triple-Barrier-Method
I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.
Language: Jupyter Notebook - Size: 240 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
Manudecara/Algo-Trading
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!
Language: R - Size: 114 KB - Last synced at: over 2 years ago - Pushed at: almost 4 years ago - Stars: 71 - Forks: 19
florianst/quantfin
Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction
Language: Jupyter Notebook - Size: 515 KB - Last synced at: over 2 years ago - Pushed at: almost 5 years ago - Stars: 3 - Forks: 2
EvanDietrich/Quant-Finance-Projects
Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.
Language: Jupyter Notebook - Size: 5.2 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 3 - Forks: 3
