Monte Carlo VaR OpenCL-accelerated implementation
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Updated
Jun 1, 2013 - C++
Monte Carlo VaR OpenCL-accelerated implementation
A dynamic strategy that replicates the payoff of a derivative described as a stochastic process
Experiment/implementation of financial trading strategy - ANTICOR - according to the paper https://arxiv.org/pdf/1107.0036.pdf.
Using the Quandl API to (try) to apply ML to the stock market
A repository of code on my derivative blog
a quantitative trading system(股指交易)
Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
A simple LSTM model to introduce deep learning in finance
提供券银河/银河客户端/广发/湘财证券/雪球的基金、股票自动程序化交易以及自动打新,支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件
Sharpe ratio portfolio maximization by way of quadratic programming.
Implementations of Leading Algorithms in Quantitative Finance
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