cantaro86 / Financial-Models-Numerical-Methods Sponsor Star 5.3k Code Issues Pull requests Collection of notebooks about quantitative finance, with interactive python code. python linear-regression econometrics partial-differential-equations option-pricing quantitative-finance jupyter-notebooks stochastic-differential-equations american-options kalman-filter stochastic-processes monte-carlo-methods financial-engineering financial-mathematics levy-processes heston-model brownian-motion jump-diffusion-mertons-model fourier-inversion linear-systems-equations Updated Feb 26, 2024 Jupyter Notebook
hosseinmoein / DataFrame Sponsor Star 2.3k Code Issues Pull requests Discussions C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage data-science machine-learning ai cpp pandas statistical-analysis data-analysis tensorboard trading-strategies trading-algorithms tensor statistical dataframe numerical-analysis financial-engineering multidimensional-data heterogeneous-data financial-data-analysis large-data polars Updated Jun 6, 2024 C++
LastAncientOne / Stock_Analysis_For_Quant Star 1.6k Code Issues Pull requests Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau r excel signals python3 stock-market vba trading-strategies quantitative-finance technical-analysis tableau financial-data financial-analysis powerbi technical-indicators quantitative-trading stock-prediction stock-analysis financial-engineering quantitative-analysis Updated Jun 7, 2024 Jupyter Notebook
LastAncientOne / Deep_Learning_Machine_Learning_Stock Star 1.2k Code Issues Pull requests Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders. data-science machine-learning deep-learning neural-network trading algorithms prediction feature-selection feature-extraction stock-market stock-price-prediction technical-analysis stock-data feature-engineering stock-prices stock-prediction stock-analysis financial-engineering stock-trading features-extraction Updated Mar 1, 2024 Jupyter Notebook
safe-graph / DGFraud Star 673 Code Issues Pull requests A Deep Graph-based Toolbox for Fraud Detection security machine-learning opensource graph graph-algorithms toolkit datascience outlier-detection fraud-prevention datamining yelp-dataset graph-convolutional-networks fraud-detection security-tools financial-engineering anomaly-detection graph-neural-networks dblp-dataset spamdetection graphneuralnetwork Updated Apr 20, 2022 Python
maxim5 / time-series-machine-learning Star 365 Code Issues Pull requests Machine learning models for time series analysis python machine-learning statistics deep-learning time-series neural-network bitcoin tensorflow ethereum blockchain recurrent-neural-networks cryptocurrency xgboost quantitative-finance financial-engineering poloniex-api time-series-prediction poloniex-trade-bot Updated Aug 19, 2021 Python
federicomariamassari / financial-engineering Star 347 Code Issues Pull requests Applications of Monte Carlo methods to financial engineering projects, in Python. monte-carlo python-3 financial-engineering Updated Nov 20, 2017 Python
srbrettle / Financial-Formulas-Library-.NET-Standard Star 237 Code Issues Pull requests A collection of methods for solving Finance/Accounting equations, implemented in C#. finance formula algorithm csharp equation accounting financial investing economics stock-market financial-services quantitative-finance investment technical-analysis financial-analysis quantitative-trading financial-markets csharp-library financial-engineering quantitative-analysis Updated Mar 16, 2024 C#
federicomariamassari / willowtree Star 229 Code Issues Pull requests Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. python-3 financial-engineering willow-tree standard-brownian-motion derivatives-pricing Updated Jul 14, 2018 Python
AnthonyBradford / optionmatrix Star 187 Code Issues Pull requests Financial Derivatives Calculator with 168+ Models (Options Calculator) options monte-carlo financial quantlib derivatives quantitative-finance futures financial-analysis currency-exchange black-scholes financial-engineering swaps options-trading heston-model spreads options-pricing term-structure-models vasicek Updated Feb 16, 2024 C++
ChuaCheowHuan / gym-continuousDoubleAuction Star 135 Code Issues Pull requests A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training. lstm quantitative-finance ray limit-order-book quantitative-trading financial-engineering market-microstructure zero-sum high-frequency-trading gym-environment ppo self-play double-auction multi-agent-reinforcement-learning rllib marl n-player zero-sum-games Updated Jan 1, 2023 Jupyter Notebook
PyFE / PyFENG Star 134 Code Issues Pull requests Python Financial ENGineering (PyFENG package in PyPI.org) derivatives option-pricing quantitative-finance mathematical-finance black-scholes financial-engineering heston-model sabr-model bachelier-model Updated May 18, 2024 Python
safe-graph / DGFraud-TF2 Star 123 Code Issues Pull requests A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X security machine-learning opensource graph-algorithms toolkit datascience outlier-detection fraud-prevention spam-detection datamining yelp-dataset fraud-detection security-tools financial-engineering anomaly-detection dblp-dataset graphneuralnetwork Updated Apr 20, 2022 Python
hosseinmoein / Tiger Sponsor Star 110 Code Issues Pull requests Discussions C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators data-science cpp matrix metaprogramming matrix-factorization statistical-analysis eigenvectors matrix-calculations eigenvalues numerical-analysis lu-decomposition qr-decomposition matrix-decompositions financial-engineering tridiagonal matrix-math-library determinant-calculation hessenberg-reduction single-value-decomposition schur-decomposition Updated Apr 5, 2024 C++
Jeonghwan-Cheon / lob-deep-learning Star 72 Code Issues Pull requests Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc. deep-learning transformer lstm convolutional-neural-networks limit-order-book financial-engineering market-microstructure high-frequency-trading Updated Dec 11, 2022 Python
chaitjo / markowitz-portfolio-optimization Star 72 Code Issues Pull requests Markowitz portfolio optimization on synthetic and real stocks python stock-market portfolio-optimization cvxpy convex-optimization financial-engineering markowitz Updated Dec 20, 2017 Python
storieswithsiva / Stock-Market-Analysis Star 49 Code Issues Pull requests ????Method for Investors and Traders to make Buying and Selling Decisions. ??Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value?? ?? ?? analysis excel signals stock-market trading-strategies quantitative-finance technical-analysis stock-prices financial-data financial-analysis technical-indicators quantitative-trading stock-prediction pairs-trading stock-analysis financial-engineering quantitative-analysis stock-trading stock-market-analysis momentum-trading-strategy Updated Jul 3, 2020 Jupyter Notebook
bukosabino / financial-forecasting-challenge-gresearch Sponsor Star 41 Code Issues Pull requests My approaches to Financial Forecasting Challenge by G-Research machine-learning financial-data financial-engineering time-series-forecasting Updated Dec 5, 2018 Jupyter Notebook
coorung / Finance-World Star 40 Code Issues Pull requests Optimization techniques on the financial area for the hedging, investment starategies, and risk measures finance machine-learning reinforcement-learning deep-learning deep-reinforcement-learning risk-management financial-engineering market-microstructure Updated Apr 6, 2020 Jupyter Notebook
adamd1985 / quant_research Star 33 Code Issues Pull requests Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading. python ai quantitative-finance algorithmic-trading financial-engineering Updated May 3, 2024 Jupyter Notebook
