financial-engineering

Collection of notebooks about quantitative finance, with interactive python code.

C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage

Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.

A Deep Graph-based Toolbox for Fraud Detection

Applications of Monte Carlo methods to financial engineering projects, in Python.

Machine learning models for time series analysis

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

A collection of methods for solving Finance/Accounting equations, implemented in C#.

Financial Derivatives Calculator with 171+ Models (Options Calculator)

Python Financial ENGineering (PyFENG package in PyPI.org)

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X

C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

Markowitz portfolio optimization on synthetic and real stocks

😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉

Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.

Better backtest toolkit for Uniswap v3 and Aave.

My approaches to Financial Forecasting Challenge by G-Research