A collection of scripts and notebooks to help you get started quickly.

• UpdatedJan 21, 2025
• Jupyter Notebook

Powerful automatic differentiation in C++ and Python

• UpdatedDec 5, 2024
• C++

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

• UpdatedNov 19, 2024
• MATLAB

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!

• UpdatedSep 15, 2021
• R

Diffusion-Transformer for Joint Portfolio Construction & Execution Optimization

• UpdatedFeb 23, 2025
• Python

Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.

• UpdatedAug 29, 2020
• Jupyter Notebook

The official example scripts for the Numerai Signals Data Science Tournament

• UpdatedNov 27, 2024
• Jupyter Notebook

IB Gateway in a headless docker container.

• UpdatedNov 5, 2024
• Shell

RustyQlib: A quant library for derivative pricing and quantitative finance

• UpdatedMar 3, 2025
• Rust

Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).

• UpdatedFeb 20, 2022
• Jupyter Notebook

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.

• UpdatedJan 11, 2023
• Jupyter Notebook

High-Performance Automatic Differentiation for Python

• UpdatedSep 2, 2024
• Python

Trading Evolved book code

• UpdatedJul 15, 2021
• Jupyter Notebook

Quantitative Finance Library built in Rust

• UpdatedSep 4, 2024
• Rust

Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction

• UpdatedNov 30, 2020
• Jupyter Notebook

Interactive Streamlit app simulating Geometric and Arithmetic Brownian Motion. Visualize financial asset price movements with adjustable parameters for paths, time steps, volatility, and initial price.

• UpdatedOct 23, 2024
• Jupyter Notebook

Defi: Swap, Deposit, Borrow, Approve ERC20, Borrow & Repay. Verify via Etherscan and Aave UI

• UpdatedApr 25, 2022
• Solidity

Exotic Option Valuation using Monte Carlo Simulations

• UpdatedDec 21, 2022
• Jupyter Notebook

A comprehensive list of quantitative finance portfolio/strategy performance measures.

• UpdatedOct 17, 2024

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.

• UpdatedApr 19, 2024
• Jupyter Notebook