AAD enabled and scripting included derivatives modeling.
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Updated
May 26, 2024 - C++
AAD enabled and scripting included derivatives modeling.
Tools and analytics for smart derivative contracts.
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
Python Financial ENGineering (PyFENG package in PyPI.org)
Entropy Pooling in Python with a BSD 3-Clause license.
Lionel Sopgoui Website
Aplikasi Shiny untuk mensimulasikan permasalahan tentang tabungan.
Mathematical finance study hall
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.
A currently in development Python module made for algorithmic trading and sits at heart of Lycon.io and powers the platform.
A Python library for mathematical finance
Code for article "Signature Methods in Stochastic Portfolio Theory"
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.
This project try to bring closer the stochastic calculus and Typescript.
A Program to calculate the price of American put or call option with Least Square Monte Carlo
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
A list of online resources for quantitative modeling, trading, portfolio management
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.
Notes for Topics in Mathematics with Applications in Finance (MITOCW)
A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML
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