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

Comprehensive automatic differentiation in C++

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

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!

The official example scripts for the Numerai Signals Data Science Tournament

IB Gateway in a headless docker container.

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

RustyQlib: A quant library for derivative pricing and quantitative finance

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.

High-Performance Automatic Differentiation for Python

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

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

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

Trading Evolved book code

Exotic Option Valuation using Monte Carlo Simulations

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.

An aave-like defi product that enables users to Lend,, borrow and repay assets. Assets are ERC-20 tokens.

Algo-trading on corporate actions by leveraging NLP.