C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
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Updated
Jun 30, 2024 - C++
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
R code for finance
Better backtest toolkit for Uniswap v3 and Aave.
Design and manage your own exotic financial derivatives contracts.
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Beyond Vectors: Augment LLM Capabilities with MongoDB Aggregation Framework and CrewAI
Predictor for stock and ETF prices
Iron Investing: Statistical Arbitrage for Portfolio Optimization
Python Financial ENGineering (PyFENG package in PyPI.org)
Implemented and tested robust portfolio optimization strategies, comparing their performance against the S&P300
Trading Simulator to backtest RSI strategies, optimize parameters, and predict future stock prices with LSTM
The primary objective of this project is to develop a comprehensive suite of financial engineering tools that integrate various sophisticated methodologies for asset pricing, portfolio optimization, option pricing, and technical analysis.
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
Financial Machine Learning Repository
Note on financial mathematics
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
Design of a mathematic model for cross-border ETF arbitrage strategy
A collection of methods for solving Finance/Accounting equations, implemented in C#.
Asset Allocation of stocks using quantitative methods
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